SECTION I-A                                                                                                                                                       
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,                        
and before January 1, 1985.  Debt instruments which matured or were entirely called before 2013 are not included. See Section I-B for corporate                    
discount debt instruments issued after 1984.                                                                                                                       
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                       
rounding or updated information.                                                                                                                                   
                                                                                                                                             OID per               
                                                                                                         Daily OID per $1,000               $1,000 of              
                                                                                                          of Maturity Value                 Maturity               
                                                               Issue Price   Annual                    for Each Accrual Period              Value for              
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year            
                                           Issue    Maturity    Principal   Interest     OID to     2013 1st    2013 2nd   2014 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/13      Period     2014 1st    Period        2013       2014          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Fannie Mae                   313586QR3   07/05/84   07/05/14       3.625      0.000      811.56     0.256779    0.286802                 99.13      53.06          
Fannie Mae                   313586RC5   10/09/84   10/09/19       3.200      0.000      482.33     0.142237    0.156936   0.173154      53.15      58.64          
Sallie Mae                   863871AM1   10/03/84   10/03/22       2.734      0.000      369.98     0.105564    0.116052   0.127582      39.47      43.40    





SECTION I-B                                                                                                                                                            
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.                       
Debt instruments which matured or were entirely called before 2013 are not included.  See Section I-A for corporate discount debt instruments                          
issued before 1985.                                                                                                                                                    
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                           
rounding or updated information.                                                                                                                                       
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00079FBH4 07/16/03 01/16/14    100.000     0.000    4.1274              0.165600   0.169017   0.172505                          61.37     2.59
ABN Amro Bank N.V.       00079FBM3 08/13/03 11/13/13    100.000     0.000    4.3128              0.177790   0.181624                                     56.16         
ABN Amro Bank N.V.       00079FBR2 09/10/03 09/10/13    100.000     0.000    5.0200              0.217869   0.223338                                     55.23         
ABN Amro Bank N.V.       00079FBX9 10/08/03 10/08/13    100.000     0.000    5.1600              0.226714   0.232564                                     63.85         
ABN Amro Bank N.V.       00079FCY6 03/10/04 12/10/13    100.000     0.000    4.7792              0.200709   0.205505                                     68.90         
ABN Amro Bank N.V.       00079FDB5 03/24/04 12/24/13    100.000     0.000    4.7792              0.200709   0.205505                                     71.71         
ABN Amro Bank N.V.       00079FHN5 01/13/05 01/13/20    100.000    VARIES    4.7500              0.131062   0.131410   0.131766   0.132158  0.132560     47.36    47.64
ACL I Corporation        00088JAA1 02/15/11 02/15/16*    98.250    VARIES    N/A                 0.366314   0.387140                                     41.67*        
ACL I Corporation        00088JAB9 02/15/11 02/15/16*    98.250    VARIES    N/A                 0.366314   0.387140                                     41.67*        
Adams 12 Five Star SCH   006449EB4 12/22/11 12/15/13     97.370     0.000    1.3501    13.53     0.037004   0.037254                                     12.77         
Adams 12 Five Star SCH   006449EC2 12/22/11 12/15/14     94.659     0.000    1.8500    18.04     0.049531   0.049990   0.050452   0.050919               17.93    17.44
Adams 12 Five Star SCH   006449ED0 12/22/11 12/15/15     91.478     0.000    2.2501    21.23     0.058447   0.059104   0.059769   0.060442  0.061122     21.18    21.66
Advanced Medical Optics  00763MAF5 06/22/04 07/15/24    100.000    VARIES    7.7883              0.339374   0.349129   0.359264   0.369793  0.380645    127.23   134.78
Advanced Medical Optics  00763MAG3 06/22/04 07/15/24    100.000    VARIES    7.7883              0.339374   0.349129   0.359264   0.369793  0.380645    127.23   134.78
Advanced Medical Optics  00763MAK4 06/13/06 08/01/26    100.000    VARIES    7.9982              0.297109   0.310521   0.314142   0.328530  0.332566    113.48   120.08
Advanced Medical Optics  00763MAL2 06/13/06 08/01/26    100.000    VARIES    7.9982              0.297109   0.310521   0.314142   0.328530  0.332566    113.48   120.08
Alliance One Intl, Inc.  018772AL7 07/02/09 07/15/16*    95.177    10.000   11.0023    19.49     0.018142   0.019140   0.020193                           4.04*        
Alliance One Intl, Inc.  018772AM5 07/02/09 07/15/16*    95.177    10.000   11.0023    19.49     0.018142   0.019140   0.020193                           4.04*        
Alliance One Intl, Inc.  018772AN3 07/02/09 07/15/16*    95.177    10.000   11.0023    19.49     0.018142   0.019140   0.020193                           4.04*        
Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24    100.000    VARIES    6.9757              0.274546   0.281215   0.288117   0.295259  0.302651    101.88   106.98
Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24    100.000    VARIES    6.9757              0.274546   0.281215   0.288117   0.295259  0.302651    101.88   106.98
Alza Corporation         022615AC2 07/14/94 07/14/14     35.471     0.000    5.2499   568.79     0.131475   0.134926   0.138468   0.142103               49.12    27.38
American Medical Systems 02744MAA6 06/27/06 07/01/36    100.000    VARIES    9.1005              0.379093   0.391823   0.405133   0.418956              138.76   148.34
American Medical Systems 02744MAB4 09/21/09 09/15/41    103.658    VARIES   14.0090              0.548877   0.579540   0.612351   0.647461  0.685030    209.84   234.47
American Renal Holdings  029227AA3 03/04/11 03/01/16*    98.000    10.500    N/A                 0.333918   0.351492                                     27.42*        
American Renal Holdings  029228AA1 03/04/11 03/01/16     98.000    10.500    N/A                 0.333918   0.351492   0.352514   0.353590  0.354722    125.61   127.36
American Renal Holdings  029228AB9 03/04/11 03/01/16     98.000    10.500    N/A                 0.333918   0.351492   0.352514   0.353590  0.354722    125.61   127.36
Amgen Inc.               031162AK6 03/01/05 03/01/32     72.947    VARIES    4.4729              0.126296   0.129120   0.132008   0.134961  0.137979     46.66    48.77
Anixter, Inc.            035287AC5 03/11/09 03/15/14     92.625    10.000   12.0007    51.96     0.046662   0.049462   0.052430                          17.91     3.88
Anoka CNTY HSG & REDEV   03622CAA3 12/15/10 05/01/17     97.561     8.000    8.5032     6.47     0.009610   0.010018   0.010444   0.010888  0.011351      3.58     3.89
Anoka City, MN           03633CAA0 11/30/11 11/01/16     97.000     6.750    7.4901     5.74     0.015320   0.015894   0.016489   0.017107  0.017747      5.69     6.12
Anoka City, MN           03633CAB8 11/30/11 11/01/15     97.000     6.500    7.3954     7.50     0.020004   0.020744   0.021511   0.022306  0.023131      7.42     7.98
Apria Healthcare Group   037933AA6 08/20/03 09/01/33    100.000    VARIES    8.6241              0.404529   0.417509   0.430959   0.444989  0.459623    151.14   161.11
Apria Healthcare Group   037933AB4 08/20/03 09/01/33    100.000    VARIES    8.6241              0.404529   0.417509   0.430959   0.444989  0.459623    151.14   161.11
Apria Healthcare Group   037933AD0 05/27/09 11/01/14*    97.050    11.250   12.0051    17.41     0.016613   0.017610                                      2.08*        
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Apria Healthcare Group   037933AE8 05/27/09 11/01/14*    97.050    11.250   12.0051    17.41     0.016613   0.017610                                      2.08*        
Ardagh MP Holdings Inc.  03968XAA9 01/26/12 10/15/20     96.356     9.125    9.7549     2.62     0.008167   0.008566   0.008984   0.009422  0.009881      3.07     3.38
Ares Capital Corporation 04010LAK9 07/19/13 01/15/19     98.500     4.375    4.6881                                    0.006744   0.006899  0.007061      1.09     2.51
Republic of Argentina    040114BD1 03/01/99 03/01/29     75.576     8.875    N/A                 0.025174   0.025172   0.025169   0.025167  0.025164      9.06     9.06
Republic of Argentina    040114GA2 06/15/00 06/15/15     91.700    11.750   13.0226    56.98     0.025789   0.027468   0.029257   0.031162  0.033191      9.64    10.94
Republic of Argentina    040114GB0 07/21/00 07/21/30     80.144    10.250   12.8669    17.96     0.007703   0.008199   0.008726   0.009288  0.009885      3.03     3.43
Republic of Argentina    040114GG9 06/19/01 06/19/18     75.375     0.000    N/A                 0.680789   0.682349   0.691805   0.694124  0.704530    248.92   253.10
Republic of Argentina    040114GH7 06/19/01 06/19/31     75.250    12.000    N/A                 0.599320   0.596683   0.600649   0.598099  0.602175    218.29   218.79
Aelington Indpt SD, TX   041826F78 06/26/13 02/15/15     99.111     0.000    0.5458                         0.014926   0.014711   0.014996  0.014792      2.79     5.43
Armstrong Cnty Ind Dev   04233KAB2 07/29/99 08/20/34      6.955     0.000    7.7498   123.47     0.040413   0.041979   0.043606   0.045295  0.047050     15.25    16.45
Ashland Inc.             044209AC8 05/27/09 06/01/17*    96.577     9.125    9.7504    12.22     0.011320                                                 1.70*        
Ashland Inc.             044209AD6 05/27/09 06/01/17*    96.577     9.125    9.7504    12.22     0.011320                                                 1.70*        
BNP Paribas              05567LA31 09/30/09 03/30/15    100.000     0.000    3.2105              0.098125   0.099700   0.101300   0.102927  0.104579     35.90    37.06
BNP Paribas              05567LB55 10/30/09 04/29/15    100.000     0.000    3.2308              0.098793   0.100389   0.102011   0.103659  0.105333     36.05    37.23
BNP Paribas              05567LD53 03/03/10 03/03/15    100.000     0.000    3.0717              0.092084   0.093498   0.094934   0.096392  0.097873     33.74    34.79
BNP Paribas              05567LE52 02/01/10 07/31/15    100.000     0.000    3.0492              0.089366   0.092232   0.092111   0.095066  0.094941     33.56    34.59
BNP Paribas              05567LH67 04/30/10 10/30/15    100.000     0.000    0.3103              0.008687   0.008700   0.008714   0.008727  0.008741      3.13     3.14
BNP Paribas              05567LYH4 03/31/09 03/31/14    100.000     0.000    2.9595              0.091113   0.092461   0.093829                          33.29     8.35
BNP Paribas              05567LYQ4 04/30/09 04/30/15    100.000     0.000    2.9447              0.090611   0.091946   0.093299   0.094673  0.096067     33.02    34.00
BNP Paribas              05567LZA8 05/27/09 05/27/14    100.000     0.000    3.6129              0.113758   0.115813   0.117905                          41.46    17.21
BNP Paribas              05567LZQ3 08/31/09 08/29/14    100.000     0.000    3.1719              0.095231   0.097272   0.098275   0.100382               35.51    23.97
Ball Corporation         058498AM8 08/20/09 09/01/16*    97.975     7.125    7.5008     8.40     0.007777   0.008068                                      1.35*        
Ball Corporation         058498AN6 08/20/09 09/01/19     97.414     7.375    7.7505     6.59     0.006127   0.006364   0.006611   0.006867  0.007133      2.31     2.49
Banco Macro S.A.         05963GAA6 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Banco Macro S.A.         05963GAB4 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Bank of America Corp.    06048UAC8 05/28/08 05/28/14    100.000     0.000    4.8120              0.165562   0.169546   0.173625                          60.59    25.52
Bank of America Corp.    06048UAD6 05/30/08 05/30/14    100.000     0.000    4.9682              0.172111   0.176386   0.180768                          63.00    26.93
Bank of America Corp.    06048UAE4 05/30/08 05/30/14    100.000     0.000    4.8414              0.166788   0.170825   0.174960                          61.02    26.07
Bank of America Corp.    06048UAN4 06/27/08 06/28/13    100.000     0.000    5.1535              0.180015                                                31.86         
Bank of America Corp.    06048UAP9 06/27/08 06/28/13    100.000     0.000    5.1535              0.180015                                                31.86         
Bank of America Corp.    06048UAX2 07/25/08 07/25/13    100.000     0.000    5.2510              0.179470   0.184182                                     37.46         
Bank of America Corp.    06048UBB9 08/29/08 08/29/13    100.000     0.000    5.2705              0.177317   0.182989                                     43.59         
Bank of America Corp.    06048UBC7 08/29/08 08/30/13    100.000     0.000    5.2706              0.178319   0.182018                                     43.65         
Bank of America Corp.    06048UBF0 07/29/08 07/29/13    100.000     0.000    5.3290              0.182688   0.187556                                     38.88         
Bank of America Corp.    06048UBP8 09/26/08 09/27/13    100.000     0.000    5.6306              0.195338   0.200837                                     52.95         
Bank of America Corp.    06048UBQ6 09/26/08 09/27/13    100.000     0.000    5.6306              0.195338   0.200837                                     52.95         
Bank of America Corp.    06048UBR4 09/26/08 09/27/13    100.000     0.000    5.5918              0.193699   0.199115                                     52.50         
Bank of America Corp.    06048UBV5 10/21/08 10/21/13    100.000     0.000    5.5528              0.192028   0.197359                                     56.65         
Bank of America Corp.    06048UBW3 10/30/08 10/30/13    100.000     0.000    5.1828              0.176668   0.181246                                     53.65         
Bank of America Corp.    06048UCC6 10/31/08 10/31/13    100.000     0.000    5.3679              0.184303   0.189250                                     56.00         
Bank of America Corp.    06048UCD4 10/22/08 10/22/13    100.000     0.000    5.5042              0.189985   0.195213                                     56.23         
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048UCE2 11/28/08 11/29/13    100.000     0.000    4.6361              0.154716   0.158302                                     51.39         
Bank of America Corp.    06048UCF9 11/28/08 11/29/13    100.000     0.000    4.4602              0.147822   0.151118                                     49.08         
Bank of America Corp.    06048UCL6 12/26/08 12/26/13    100.000     0.000    3.6761              0.118133   0.120304                                     42.33         
Bank of America Corp.    06048UCM4 12/26/08 12/26/13    100.000     0.000    3.7743              0.121759   0.124057                                     43.64         
Bank of America Corp.    06048UCT9 01/30/09 01/30/15    100.000     0.000    4.1274              0.132274   0.135004   0.137790   0.140634  0.143536     48.94    50.98
Bank of America Corp.    06048UCU6 01/30/09 01/30/15    100.000     0.000    4.0392              0.129056   0.131663   0.134322   0.137035  0.139802     47.72    49.67
Bank of America Corp.    06048WAH3 09/28/09 09/27/24    100.000    VARIES    5.4085              0.152013   0.151587   0.151149   0.150699               54.57    40.12
Bank of America Corp.    06048WAJ9 10/21/09 10/21/14    100.000     1.000    4.6199              0.143099   0.145763   0.148489   0.151277               52.37    43.56
Bank of America Corp.    06048WAN0 01/13/10 01/13/25    100.000    VARIES    5.4890              0.144590   0.144813   0.145043   0.145279  0.145522     52.17    52.34
Bank of America Corp.    06048WAU4 02/22/10 02/22/17    100.000    VARIES    4.7710              0.134240   0.134658   0.134697   0.134736  0.134537     48.46    48.48
Bank of America Corp.    06048WAZ3 02/26/10 02/26/30*   100.000    VARIES    5.3809              0.129216                                                 7.11*        
Bank of America Corp.    06048WBD1 03/19/10 03/19/20    100.000    VARIES    5.5724              0.156544   0.157073   0.157318   0.157570  0.157613     56.53    56.71
Bank of America Corp.    06048WBG4 04/01/10 04/01/15    100.000     0.500    4.3270              0.132205   0.134765   0.137380   0.140052  0.142781     48.52    50.42
Bank of America Corp.    06048WBK5 04/08/10 04/08/30*   100.000    VARIES    5.4991              0.132403                                                12.84*        
Bank of America Corp.    06048WBN9 04/13/10 04/13/17    100.000    VARIES    5.0917              0.144615   0.144908   0.144875   0.144843  0.144508     52.13    52.12
Bank of America Corp.    06048WBP4 04/28/10 04/28/15    100.000     0.500    4.1699              0.126914   0.129270   0.131676   0.134132  0.136639     46.41    48.16
Bank of America Corp.    06048WBQ2 05/03/10 05/03/17    100.000     5.020    5.0199              0.139444   0.139444   0.139444   0.139444  0.139444     50.20    50.20
Bank of America Corp.    06048WBS8 05/13/10 05/13/30*   100.000    VARIES    5.1306              0.119611                                                15.79*        
Bank of America Corp.    06048WBT6 05/03/10 05/03/17    100.000    VARIES    4.8505              0.137050   0.137262   0.137191   0.137118  0.136914     49.38    49.36
Bank of America Corp.    06048WBY5 06/07/10 06/07/22*   100.000    VARIES    4.6906              0.124055                                                19.35*        
Bank of America Corp.    06048WCB4 05/28/10 05/28/30    100.000    VARIES    5.5513              0.130654   0.131061   0.131479   0.131908  0.132350     47.14    47.44
Bank of America Corp.    06048WCC2 05/28/10 05/28/20    100.000    VARIES    5.2405              0.147034   0.147503   0.147699   0.147899  0.147935     53.04    53.22
Bank of America Corp.    06048WCJ7 06/24/10 06/24/30    100.000    VARIES    5.5091              0.139001   0.139244   0.139494   0.139751  0.140015     50.09    50.27
Bank of America Corp.    06048WCL2 07/01/10 07/01/22*   100.000    VARIES    5.4618              0.145465                                                26.18*        
Bank of America Corp.    06048WCQ1 06/29/10 06/29/20    100.000    VARIES    5.5309              0.155430   0.155879   0.156070   0.156266  0.156274     56.04    56.22
Bank of America Corp.    06048WCS7 07/12/10 07/12/30    100.000    VARIES    5.8002              0.148117   0.148326   0.148542   0.148764  0.148992     53.43    53.59
Bank of America Corp.    06048WCU2 06/28/10 06/28/30    100.000    VARIES    5.8695              0.153359   0.153522   0.153689   0.153860  0.154037     55.24    55.36
Bank of America Corp.    06048WCY4 08/12/10 08/12/30    100.000    VARIES    5.3993              0.137316   0.137528   0.137746   0.137970  0.138201     49.53    49.69
Bank of America Corp.    06048WDG2 08/17/10 08/17/20    100.000    VARIES    2.4229              0.007399   0.007489   0.007580   0.007672  0.007765      2.70     2.77
Bank of America Corp.    06048WDJ6 08/18/10 08/18/17    100.000    VARIES    2.2826              0.007008   0.007088   0.007169   0.007251  0.007334      2.56     2.62
Bank of America Corp.    06048WDK3 08/25/10 08/25/20    100.000    VARIES    2.3834              0.007664   0.007755   0.007847   0.007941  0.008036      2.80     2.87
Bank of America Corp.    06048WDM9 09/03/10 09/03/20    100.000    VARIES    2.5928              0.012496   0.012658   0.012822   0.012988  0.013157      4.57     4.69
Bank of America Corp.    06048WDQ0 10/01/10 10/01/20    100.000     5.052    5.0519              0.140333   0.140333   0.140333   0.140333  0.140333     50.52    50.52
Bank of America Corp.    06048WDS6 09/08/10 09/08/15    100.000    VARIES    1.8483              0.008104   0.008179   0.008255   0.008331  0.008408      2.95     3.00
Bank of America Corp.    06048WDT4 09/23/10 09/23/30    100.000    VARIES    5.3198              0.136636   0.136825   0.137018   0.137217  0.137420     49.26    49.40
Bank of America Corp.    06048WDU1 09/08/10 09/08/20    100.000    VARIES    2.4733              0.013311   0.013476   0.013643   0.013811  0.013982      4.86     4.98
Bank of America Corp.    06048WDW7 09/28/10 09/28/20    100.000    VARIES    2.6604              0.015073   0.014586   0.014093   0.014281  0.014471      5.25     5.14
Bank of America Corp.    06048WDZ0 09/28/10 09/28/20    100.000    VARIES    2.4632              0.009665   0.009784   0.009904   0.010026  0.010150      3.52     3.61
Bank of America Corp.    06048WEB2 09/28/10 09/28/20    100.000    VARIES    2.6493              0.013713   0.013895   0.014079   0.014265  0.014454      5.00     5.14
Bank of America Corp.    06048WEC0 09/28/10 09/28/15    100.000    VARIES    1.9786              0.012796   0.012923   0.013051   0.013180  0.013310      4.65     4.75
Bank of America Corp.    06048WEE6 10/14/10 10/15/30    100.000    VARIES    5.2016              0.130053   0.130300   0.130554   0.130814  0.131080     46.90    47.09
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048WEJ5 11/19/10 11/19/30    100.000    VARIES    5.6998              0.144120   0.144351   0.144589   0.144834  0.145086     51.94    52.12
Bank of America Corp.    06048WEL0 11/18/10 11/18/20    100.000    VARIES    2.5529              0.013466   0.013049   0.012627   0.012788  0.012952      4.74     4.59
Bank of America Corp.    06048WEP1 11/19/10 11/19/20    100.000    VARIES    2.4291              0.017613   0.017827   0.018044   0.018263  0.018485      6.40     6.55
Bank of America Corp.    06048WEQ9 11/30/10 11/30/20    100.000    VARIES    1.9846              0.009124   0.009214   0.009306   0.009398  0.009491      3.31     3.37
Bank of America Corp.    06048WER7 12/03/10 12/03/15    100.000    VARIES    1.8507              0.007906   0.007979   0.008053   0.008127  0.008203      2.86     2.92
Bank of America Corp.    06048WES5 12/01/10 12/01/20    100.000    VARIES    2.5893              0.010136   0.009818   0.009496   0.009619  0.009743      3.57     3.45
Bank of America Corp.    06048WET3 12/15/10 12/15/30    100.000    VARIES    5.9911              0.148985   0.149260   0.149544   0.149837  0.150138     53.69    53.90
Bank of America Corp.    06048WEX4 12/10/10 12/10/20    100.000    VARIES    2.5961              0.010055   0.009738   0.009418   0.009540  0.009664      3.55     3.42
Bank of America Corp.    06048WEY2 01/13/11 01/13/31    100.000    VARIES    5.1716              0.135311   0.135448   0.135589   0.135733  0.135882     48.78    48.89
Bank of America Corp.    06048WFA3 01/14/11 01/14/21    100.000    VARIES    5.4019              0.149184   0.149225   0.149267   0.149310  0.149355     53.73    53.76
Bank of America Corp.    06048WFC9 01/31/11 01/31/17    100.000     0.000    4.4000              0.130469   0.133339   0.136273   0.139271  0.142335     48.36    50.51
Bank of America Corp.    06048WFE5 02/18/11 02/18/21    100.000    VARIES    5.5089              0.152297   0.152331   0.152366   0.152402  0.152439     54.84    54.87
Bank of America Corp.    06048WFG0 02/24/11 02/24/31    100.000    VARIES    5.9293              0.157998   0.158100   0.158205   0.158314  0.158425     56.92    57.00
Bank of America Corp.    06048WFJ4 03/04/11 03/04/31    100.000    VARIES    5.6398              0.148276   0.148408   0.148543   0.148682  0.148825     53.43    53.53
Bank of America Corp.    06048WFK1 02/25/11 02/25/21    100.000    VARIES    5.2649              0.145208   0.145257   0.145308   0.145360  0.145413     52.30    52.33
Bank of America Corp.    06048WFM7 03/11/11 03/11/21    100.000    VARIES    5.0284              0.141888   0.142662   0.142508   0.142351  0.142189     51.29    51.24
Bank of America Corp.    06048WFS4 04/08/11 04/08/26*   100.000    VARIES    5.2991              0.147876                                                14.34*        
Bank of America Corp.    06048WFT2 03/31/11 03/31/21    100.000    VARIES    5.2101              0.145753   0.146113   0.146042   0.145969  0.145894     52.56    52.55
Bank of America Corp.    06048WFU9 03/29/11 03/29/21    100.000    VARIES    N/A                 0.009304   0.008849   0.008951   0.009055  0.009160      3.24     3.26
Bank of America Corp.    06048WFW5 04/12/11 04/12/21    100.000    VARIES    5.3401              0.149113   0.149386   0.149333   0.149278  0.149222     53.75    53.74
Bank of America Corp.    06048WFY1 04/12/11 04/12/31*   100.000    VARIES    5.7107              0.147077                                                14.85*        
Bank of America Corp.    06048WGC8 05/27/11 05/27/31    100.000    VARIES    5.1374              0.132946   0.133107   0.133273   0.133442  0.133616     47.90    48.02
Bank of America Corp.    06048WGE4 06/14/11 06/14/21    100.000    VARIES    2.2369              0.060478   0.059913   0.060041   0.060170  0.060300     21.66    21.64
Bank of America Corp.    06048WGF1 06/16/11 06/16/23    100.000    VARIES    4.8973              0.135824   0.135832   0.135840   0.135849  0.135857     48.90    48.90
Bank of America Corp.    06048WGG9 06/27/11 06/27/31    100.000    VARIES    5.5241              0.143528   0.143686   0.143847   0.144014  0.144185     51.70    51.82
Bank of America Corp.    06048WGN4 07/07/11 07/07/21    100.000    VARIES    5.1061              0.141990   0.141983   0.141976   0.141969  0.141962     51.11    51.11
Bank of America Corp.    06048WGP9 06/28/11 06/28/21    100.000    VARIES    2.3482              0.014612   0.013887   0.014050   0.014215  0.014382      5.13     5.09
Bank of America Corp.    06048WGQ7 07/14/11 07/14/31    100.000    VARIES    5.5581              0.144310   0.144463   0.144620   0.144781  0.144947     52.03    52.15
Bank of America Corp.    06048WGR5 07/14/11 07/14/23    100.000    VARIES    5.1475              0.142476   0.142211   0.142239   0.142268  0.142298     51.20    51.22
Bank of America Corp.    06048WGU8 07/14/11 07/14/26    100.000    VARIES    5.3899              0.142727   0.142898   0.143073   0.143252  0.143437     51.47    51.60
Bank of America Corp.    06048WGZ7 08/15/11 08/15/31    100.000    VARIES    5.2773              0.136607   0.136763   0.136923   0.137087  0.137255     49.25    49.37
Bank of America Corp.    06048WHA1 08/15/11 08/15/23    100.000    VARIES    4.7456              0.131485   0.131309   0.131328   0.131348  0.131368     47.28    47.29
Bank of America Corp.    06048WHF0 08/26/11 08/26/31    100.000    VARIES    5.0293              0.129136   0.129305   0.129479   0.129657  0.129839     46.56    46.69
Bank of America Corp.    06048WHN3 09/30/11 09/30/31    100.000    VARIES    5.3141              0.136119   0.136298   0.136482   0.136670  0.136863     49.07    49.20
Bank of America Corp.    06048WJA9 11/04/11 11/04/31    100.000    VARIES    5.9879              0.156183   0.156330   0.156481   0.156637  0.156798     56.27    56.38
Bank of America Corp.    06048WJB7 11/02/11 11/02/15    100.000    VARIES    5.3627              0.149512   0.149427   0.149339   0.149249  0.149157     53.80    53.74
Bank of America Corp.    06048WJL5 11/08/11 11/08/13    100.000    VARIES    3.1041              0.011906   0.011845                                      3.64         
Bank of America Corp.    06048WKB5 01/13/12 01/13/14    100.000     0.000    4.4917              0.127574   0.130440   0.133369                          47.42     1.60
Bank of America Corp.    06048WKE9 02/15/12 02/15/32    100.000    VARIES    5.9033              0.161443   0.158829   0.156958   0.155032  0.153868     57.04    55.74
Bank of America Corp.    06048WKG4 01/31/12 01/31/32    100.000    VARIES    5.8092              0.157181   0.152871   0.152997   0.153126  0.153259     55.18    55.14
Bank of America Corp.    06048WKR0 02/23/12 02/23/32    100.000    VARIES    5.1903              0.142873   0.141535   0.141577   0.141619  0.141663     51.03    50.99
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048WKU3 03/08/12 03/08/32    100.000    VARIES    5.6026              0.152207   0.148689   0.148794   0.148901  0.149012     53.78    53.61
Bank of America Corp.    06048WKV1 03/12/12 03/12/28    100.000    VARIES    5.6078              0.153912   0.151996   0.150806   0.149583  0.149104     54.72    53.88
Bank of America Corp.    06048WKW9 03/15/12 03/15/15    100.000     0.000    3.1634              0.089262   0.090674   0.092108   0.093565  0.095045     32.69    33.73
Bank of America Corp.    06048WLF5 03/30/12 03/30/32    100.000    VARIES    5.3816              0.147533   0.145523   0.145585   0.145647  0.145712     52.57    52.43
Bank of America Corp.    06048WLG3 03/27/12 03/27/29    100.000    VARIES    5.5079              0.151092   0.149133   0.147886   0.146603  0.146051     53.74    52.84
Bank of America Corp.    06048WLM0 04/16/12 04/16/15    100.000     0.000    3.0060              0.084758   0.086031   0.087325   0.088637  0.089969     30.93    31.87
Bank of America Corp.    06048WLN8 04/16/12 04/16/32    100.000    VARIES    5.1652              0.140011   0.136453   0.136564   0.136678  0.136794     49.50    49.20
Bank of America Corp.    06048WLP3 04/27/12 04/27/16    100.000    VARIES    2.7773              0.021542   0.020646   0.020932   0.021223  0.021518      7.55     7.63
Bank of America Corp.    06048WLQ1 04/16/12 04/16/30    100.000    VARIES    5.4873              0.148797   0.145068   0.145202   0.145339  0.145480     52.63    52.32
Bank of America Corp.    06048WLU2 04/30/12 04/30/28    100.000    VARIES    5.6078              0.153912   0.151996   0.150806   0.149583  0.149104     54.87    53.97
Bank of America Corp.    06048WLX6 05/04/12 05/04/32    100.000    VARIES    5.6985              0.153900   0.149381   0.149515   0.149651  0.149792     54.34    53.87
Bank of America Corp.    06048WLY4 05/03/12 05/03/16    100.000    VARIES    2.6957              0.019387   0.018604   0.018855   0.019109  0.019366      6.81     6.86
Bank of America Corp.    06048WME7 05/18/12 05/18/16    100.000    VARIES    2.4625              0.013201   0.012714   0.012871   0.013029  0.013190      4.65     4.68
Bank of America Corp.    06048WMF4 05/17/12 05/17/17    100.000    VARIES    2.0467              0.015399   0.014769   0.014920   0.015072  0.015227      5.41     5.41
Bank of America Corp.    06048WMH0 05/29/12 05/28/27    100.000     4.873    4.8729              0.134613   0.132419   0.134613   0.132419  0.134613     48.73    48.73
Bank of America Corp.    06048WML1 06/08/12 06/08/27    100.000     5.159    5.1589              0.143306   0.143306   0.143306   0.143306  0.143306     51.59    51.59
Bank of America Corp.    06048WMN7 06/15/12 06/15/16    100.000    VARIES    3.0325              0.021684   0.020699   0.021012   0.021331  0.021654      7.62     7.63
Bank of America Corp.    06048WMT4 06/28/12 06/28/16    100.000    VARIES    2.6529              0.021193   0.020351   0.020621   0.020894  0.021171      7.48     7.47
Bank of America Corp.    06048WMV9 07/13/12 07/13/27    100.000     4.516    4.5159              0.125444   0.125444   0.125444   0.125444  0.125444     45.16    45.16
Bank of America Corp.    06048WMW7 08/07/12 08/07/32    100.000    VARIES    N/A                 0.117305   0.117436   0.117569   0.117705  0.117845     42.29    42.39
Bank of America Corp.    06048WNA4 08/22/12 08/22/19    100.000    VARIES    2.0565              0.010433   0.010183   0.009931   0.009676  0.009419      3.65     3.46
Bank of America Corp.    06048WNB2 08/22/12 08/22/18    100.000     0.000    3.2065              0.089070   0.090498   0.091948   0.093423  0.094920     32.69    33.75
Bank of America Corp.    06048WNE6 09/26/12 09/26/27    100.000     4.438    4.4379              0.123278   0.123278   0.123278   0.123278  0.123278     44.38    44.38
Bank of America Corp.    06048WNF3 10/12/12 10/12/27    100.000     4.130    4.1299              0.114722   0.114722   0.114722   0.114722  0.114722     41.30    41.30
Bank of America Corp.    06048WNH9 11/09/12 11/09/22    100.000    VARIES    1.6065              0.009822   0.009530   0.009236   0.008940  0.008642      3.45     3.24
Bank of America Corp.    06048WNK2 12/10/12 12/10/22    100.000    VARIES    1.4138              0.039275   0.038788   0.038299   0.037805  0.037309     14.03    13.68
Bank of America Corp.    06048WNZ9 07/11/13 07/11/33    100.000    VARIES    5.0043                                    0.139009   0.135363  0.131626     23.63    48.13
Bank of America Corp.    06048WPB0 08/06/13 08/06/33    100.000    VARIES    4.8452                                    0.134592   0.131123  0.127570     19.52    46.81
Bank of America Corp.    06048WPD6 08/30/13 08/30/33    100.000    VARIES    4.9958                                    0.137248   0.133083  0.130294     17.02    48.47
Bank of America Corp.    06048WPE4 09/23/13 09/23/33    100.000    VARIES    4.8734                                    0.135374   0.131734  0.128007     13.27    47.36
Bank of America Corp.    06048WPF1 10/10/13 10/10/33    100.000    VARIES    4.7033                                    0.130650   0.127190  0.123648     10.58    45.84
Bank of America Corp.    06050MHV2 09/28/07 03/28/13    100.000     0.000    5.2121              0.187260                                                16.29         
Bank of America Corp.    06050MJN8 02/29/08 02/28/13    100.000     0.000    4.2547              0.142049                                                 8.24         
Bank of America Corp.    06050MJP3 02/29/08 03/04/13    100.000     0.000    4.1447              0.137772                                                 8.54         
Bank of America Corp.    06050MJR9 02/29/08 02/28/13    100.000     0.000    4.3135              0.144388                                                 8.37         
Bank of America Corp.    06050MJS7 02/28/08 08/28/13    100.000     0.000    4.4798              0.151898   0.155300                                     36.61         
Bank of America Corp.    06050MJU2 03/28/08 03/28/14    100.000     0.000    4.2156              0.141282   0.144260   0.147301                          51.96    12.82
Bank of America Corp.    06050MJX6 03/28/08 03/28/14    100.000     0.000    4.1175              0.137401   0.140230   0.143117                          50.51    12.45
Bank of America Corp.    06050MJY4 03/28/08 03/28/14    100.000     0.000    4.1175              0.137401   0.140230   0.143117                          50.51    12.45
Bank of America Corp.    06050MKB2 04/25/08 04/25/14    100.000     0.000    4.4504              0.150705   0.154059   0.157487                          55.31    17.95
Bank of America Corp.    06050MKC0 04/25/08 04/25/14    100.000     0.000    4.4113              0.149122   0.152411   0.155772                          54.71    17.76
Bank of America Corp.    06050MKF3 04/25/08 04/25/13    100.000     0.000    4.1763              0.139727                                                15.93         
Bank of America Corp.    06050R122 04/01/11 03/29/16    100.000     0.000    3.4400              0.100553   0.102282   0.104042   0.105831  0.107652     36.83    38.11
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050R155 04/01/11 04/01/14    100.000     0.000    2.2100              0.063448   0.064149   0.064858                          23.09     5.84
Bank of America Corp.    06050R197 04/01/11 03/29/16    100.000     0.000    3.4499              0.100859   0.102599   0.104368   0.106169  0.108000     36.95    38.23
Bank of America Corp.    06050R205 04/01/11 04/04/17    100.000     3.958    3.9579              0.109944   0.109944   0.109944   0.109944  0.109944     39.58    39.58
Bank of America Corp.    06050R296 05/05/11 04/29/16    100.000     0.000    3.4948              0.102198   0.103984   0.105801   0.107649  0.109530     37.34    38.65
Bank of America Corp.    06050R403 05/05/11 05/05/17    100.000     3.979    3.9789              0.110528   0.110528   0.110528   0.110528  0.110528     39.79    39.79
Bank of America Corp.    06050R429 05/05/11 04/29/14    100.000     0.000    2.0863              0.059767   0.060390   0.061020                          21.71     7.20
Bank of America Corp.    06050R544 06/03/11 05/27/16    100.000     0.000    3.0781              0.089469   0.090846   0.092244   0.093664  0.095106     32.55    33.56
Bank of America Corp.    06050R585 06/03/11 06/01/16    100.000     0.000    3.1878              0.092837   0.094317   0.095820   0.097347  0.098899     33.78    34.86
Bank of America Corp.    06050R619 05/16/11 05/16/14    100.000     0.000    1.8675              0.053342   0.053841   0.054343                          19.34     7.34
Bank of America Corp.    06050R627 06/03/11 06/03/14    100.000     0.000    1.7681              0.050429   0.050875   0.051324                          18.26     7.80
Bank of America Corp.    06050R718 07/06/11 06/24/16    100.000     0.000    3.3893              0.098907   0.100584   0.102288   0.104022  0.105785     35.93    37.16
Bank of America Corp.    06050R783 07/01/11 06/30/17    100.000     3.855    3.8549              0.106492   0.104755   0.106492   0.104755  0.106492     38.55    38.55
Bank of America Corp.    06050R833 07/06/11 06/28/16    100.000     0.000    3.4408              0.100522   0.102251   0.104010   0.105800  0.107620     36.51    37.78
Bank of America Corp.    06051N112 07/01/11 06/30/17    100.000     0.000    3.8314              0.112031   0.112316   0.116365   0.116661  0.120866     40.95    42.53
Bank of America Corp.    06051N153 08/04/11 07/28/17    100.000     0.000    3.7886              0.109198   0.111267   0.113375   0.115522  0.117711     40.32    41.86
Bank of America Corp.    06051N179 08/04/11 08/01/16    100.000     0.000    3.3768              0.096969   0.098607   0.100272   0.101965  0.103686     35.70    36.91
Bank of America Corp.    06051N211 08/04/11 07/25/14    100.000     0.000    2.2505              0.063895   0.064614   0.065341   0.066076               23.36    13.46
Bank of America Corp.    06051N286 07/14/11 07/14/15    100.000     3.046    3.0459              0.084611   0.084611   0.084611   0.084611  0.084611     30.46    30.46
Bank of America Corp.    06051N336 09/16/11 08/29/14    100.000     0.000    3.2883              0.092677   0.094718   0.095750   0.097859               34.58    23.36
Bank of America Corp.    06051N351 09/16/11 09/16/15    100.000     3.922    3.9219              0.108944   0.108944   0.108944   0.108944  0.108944     39.22    39.22
Bank of America Corp.    06051N427 09/16/11 09/29/17    100.000     0.000    4.4513              0.129422   0.132302   0.135247   0.138257  0.141334     47.65    49.79
Bank of America Corp.    06051N443 09/16/11 09/01/16    100.000     0.000    4.1772              0.120726   0.123247   0.125821   0.128449  0.131132     44.53    46.41
Bank of America Corp.    06051N468 10/06/11 09/30/14    100.000     0.000    4.9274              0.142009   0.144713   0.149093   0.151931               52.99    41.07
Bank of America Corp.    06051N518 10/06/11 09/29/17    100.000     0.000    5.1703              0.150994   0.154898   0.158902   0.163010  0.167224     55.79    58.71
Bank of America Corp.    06051N609 11/03/11 10/29/13    100.000     0.000    3.8828              0.112037   0.114212                                     33.78         
Bank of America Corp.    06051N658 11/03/11 10/27/17    100.000     0.000    4.7610              0.138516   0.141813   0.145189   0.148645  0.152184     50.89    53.34
Bank of America Corp.    06051N732 11/03/11 10/31/14    100.000     0.000    4.0380              0.116703   0.119060   0.121463   0.123916               42.73    36.76
Bank of America Corp.    06051N740 11/03/11 10/29/13    100.000     0.000    3.8828              0.112037   0.114212                                     33.78         
Bank of America Corp.    06051N815 11/30/11 11/29/13    100.000     0.000    4.4100              0.127947   0.130768                                     42.47         
Bank of America Corp.    06051N880 11/30/11 12/02/15    100.000     0.000    5.5599              0.163201   0.167738   0.172401   0.177194  0.182120     59.84    63.21
Bank of America Corp.    06051P117 11/30/11 11/29/13    100.000     0.000    4.9589              0.144644   0.148230                                     48.09         
Bank of America Corp.    06051P273 01/11/12 12/23/16    100.000     0.000    5.0677              0.147631   0.151371   0.155207   0.159140  0.163172     53.88    56.65
Bank of America Corp.    06051P299 01/11/12 12/30/13    100.000     0.000    4.9590              0.144453   0.148035                                     52.50         
Bank of America Corp.    06051P307 01/06/12 12/30/13    100.000     0.000    5.3595              0.156826   0.161028                                     57.06         
Bank of America Corp.    06051P422 02/10/12 02/04/14    100.000     0.000    2.6217              0.073748   0.074715   0.075694                          27.01     2.50
Bank of America Corp.    06051P448 02/02/12 01/27/17    100.000     0.000    4.0038              0.113383   0.115653   0.117968   0.120330  0.122738     41.93    43.63
Bank of America Corp.    06051P513 03/01/12 02/24/17    100.000     0.000    3.8487              0.108888   0.110983   0.113119   0.115296  0.117515     40.11    41.67
Bank of America Corp.    06051P521 03/01/12 02/23/17    100.000     0.000    3.8617              0.109251   0.111360   0.113510   0.115702  0.117936     40.26    41.82
Bank of America Corp.    06051P596 03/01/12 03/04/14    100.000     0.000    2.7663              0.077925   0.079003   0.080096                          28.50     5.05
Bank of America Corp.    06051P703 04/05/12 03/27/15    100.000     0.000    2.9889              0.084211   0.085470   0.086747   0.088043  0.089359     30.78    31.71
Bank of America Corp.    06051P760 04/05/12 04/02/18    100.000     0.000    3.7915              0.107284   0.109318   0.111391   0.113502  0.115654     39.35    40.86
Bank of America Corp.    06051P885 05/03/12 04/24/15    100.000     0.000    3.1298              0.088232   0.089613   0.091015   0.092439  0.093886     32.20    33.21
Bank of America Corp.    06051R139 06/01/12 06/02/15    100.000     0.000    3.5585              0.100618   0.102408   0.104230   0.106085  0.107973     36.65    37.97
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06051R154 06/01/12 05/29/15    100.000     0.000    3.5535              0.100444   0.102229   0.104045   0.105894  0.107775     36.60    37.91
Bank of America Corp.    06051R345 07/06/12 06/29/18    100.000     0.000    3.5614              0.100623   0.102415   0.104239   0.106095  0.107984     36.55    37.87
Bank of America Corp.    06051R477 07/06/12 06/30/14    100.000     0.000    2.8018              0.078889   0.079995   0.081115                          28.60    14.52
Bank of America Corp.    06051R527 08/02/12 07/27/18    100.000     0.000    3.0742              0.085395   0.086671   0.088004   0.089356  0.090730     31.37    32.34
Bank of America Corp.    06051R634 08/02/12 07/29/14    100.000     0.000    2.3285              0.064682   0.065423   0.066185   0.066955               23.65    13.91
Bank of America Corp.    06051R758 05/03/12 05/01/15    100.000     0.000    3.1842              0.089844   0.091274   0.092728   0.094204  0.095704     32.77    33.83
Bank of America Corp.    06051R774 05/03/12 04/27/18    100.000     0.000    3.9751              0.112544   0.114781   0.117062   0.119389  0.121762     41.21    42.86
Bank of America Corp.    06051R881 06/01/12 05/25/18    100.000     0.000    4.1954              0.118903   0.121397   0.123944   0.126544  0.129198     43.44    45.28
Bank of America Corp.    06052E111 09/03/09 08/29/14    100.000     0.000    5.0623              0.160590   0.165559   0.168822   0.174047               60.55    41.47
Bank of America Corp.    06052E277 10/06/09 09/27/13    100.000     0.000    4.5996              0.146281   0.149645                                     39.52         
Bank of America Corp.    06052E285 10/01/09 10/01/13    100.000     0.000    4.5899              0.146092   0.149445                                     40.05         
Bank of America Corp.    06052E467 11/05/09 11/04/14    100.000     0.000    4.6099              0.146799   0.150182   0.153644   0.157185               53.85    47.19
Bank of America Corp.    06052E475 11/04/09 10/31/14    100.000     0.000    4.6625              0.148645   0.152110   0.155656   0.159285               54.56    47.19
Bank of America Corp.    06052E517 12/02/09 12/02/14    100.000     0.000    4.1500              0.130397   0.133103   0.135865   0.138684               47.59    45.48
Bank of America Corp.    06052E525 02/04/10 01/30/15    100.000     0.000    4.0898              0.125652   0.128222   0.130844   0.133520  0.136250     46.48    48.40
Bank of America Corp.    06052E566 12/02/09 12/02/14    100.000     0.000    4.1500              0.130397   0.133103   0.135865   0.138684               47.59    45.48
Bank of America Corp.    06052E574 12/02/09 12/02/14    100.000     0.000    4.1500              0.130397   0.133103   0.135865   0.138684               47.59    45.48
Bank of America Corp.    06052E707 12/30/09 01/14/15    100.000     0.000    4.5896              0.143061   0.146344   0.149702   0.153137  0.156651     53.20    55.67
Bank of America Corp.    06052E848 02/04/10 02/03/15    100.000     0.000    4.0998              0.126033   0.128617   0.131254   0.133944  0.136690     46.61    48.54
Bank of America Corp.    06052H148 03/04/10 02/27/15    100.000     0.000    3.8898              0.118888   0.121200   0.123558   0.125961  0.128411     43.79    45.52
Bank of America Corp.    06052H353 04/06/10 03/27/15    100.000     0.000    4.2597              0.131340   0.134137   0.136994   0.139912  0.142892     48.32    50.40
Bank of America Corp.    06052H411 04/06/10 03/31/15    100.000     0.000    4.3022              0.132834   0.135691   0.138610   0.141592  0.144638     48.86    50.98
Bank of America Corp.    06052H551 05/06/10 04/28/15    100.000     0.000    4.0498              0.124247   0.126763   0.129330   0.131949  0.134621     45.50    47.36
Bank of America Corp.    06052H635 05/06/10 04/24/15    100.000     0.000    4.0496              0.124186   0.126701   0.129266   0.131884  0.134554     45.50    47.36
Bank of America Corp.    06052H676 05/06/10 04/24/15    100.000     0.000    4.1197              0.126550   0.129156   0.131817   0.134532  0.137303     46.38    48.31
Bank of America Corp.    06052H759 06/04/10 06/02/15    100.000     0.000    4.2100              0.129753   0.132484   0.135273   0.138120  0.141028     47.36    49.38
Bank of America Corp.    06052H825 06/04/10 05/29/15    100.000     0.000    4.1399              0.127331   0.129967   0.132657   0.135403  0.138206     46.48    48.43
Bank of America Corp.    06052H874 05/11/10 05/10/13    100.000     0.000    2.6499              0.078611                                                10.14         
Bank of America Corp.    06052K174 07/02/10 06/26/15    100.000     0.000    4.2398              0.130708   0.133479   0.136308   0.139198  0.142149     47.58    49.62
Bank of America Corp.    06052K216 06/30/10 07/02/13    100.000     0.000    2.6998              0.079139   0.080207                                     14.52         
Bank of America Corp.    06052K240 07/02/10 06/30/15    100.000     0.000    4.2198              0.129370   0.129946   0.134887   0.135487  0.140639     47.33    49.35
Bank of America Corp.    06052K257 07/02/10 06/30/15    100.000     0.000    4.2375              0.130704   0.133473   0.136301   0.139189  0.142138     47.56    49.59
Bank of America Corp.    06052K307 06/10/10 06/27/14    100.000     0.000    3.6995              0.112826   0.114913   0.117039                          41.01    20.60
Bank of America Corp.    06052K448 08/09/10 07/31/15    100.000     0.000    3.8416              0.112544   0.116607   0.116909   0.121129  0.121443     42.49    44.13
Bank of America Corp.    06052K463 08/05/10 08/03/15    100.000     0.000    3.8498              0.115392   0.117613   0.119877   0.122185  0.124537     42.60    44.26
Bank of America Corp.    06052K513 09/02/10 09/01/15    100.000     0.000    3.5799              0.106747   0.108657   0.110602   0.112582  0.114597     39.24    40.65
Bank of America Corp.    06052K612 08/17/10 08/19/15    100.000     0.000    3.6100              0.107738   0.109683   0.111663   0.113678  0.115730     39.65    41.10
Bank of America Corp.    06052K679 10/01/10 10/01/15    100.000     0.000    3.5499              0.105801   0.107679   0.109590   0.111536  0.113515     38.77    40.16
Bank of America Corp.    06052K703 10/01/10 09/30/16    100.000     4.040    4.0399              0.110989   0.110383   0.110989   0.110383  0.110989     40.40    40.40
Bank of America Corp.    06052K760 10/04/10 09/30/20    100.000    VARIES    4.7910              0.130176   0.129539   0.130328   0.129694  0.130488     47.41    47.47
Bank of America Corp.    06052K836 10/14/10 10/30/15    100.000     0.000    3.1997              0.094844   0.096361   0.097903   0.099469  0.101061     34.60    35.72
Bank of America Corp.    06052R120 11/04/10 11/04/16    100.000     3.694    3.6939              0.102611   0.102611   0.102611   0.102611  0.102611     36.94    36.94
Bank of America Corp.    06052R179 10/13/10 10/30/15    100.000     0.000    3.3096              0.098328   0.099955   0.101609   0.103291  0.105000     35.89    37.09
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06052R229 12/01/10 11/27/15    100.000     0.000    3.5799              0.106715   0.108626   0.110570   0.112549  0.114564     38.89    40.30
Bank of America Corp.    06052R278 12/01/10 12/01/16    100.000     4.030    4.0299              0.111944   0.111944   0.111944   0.111944  0.111944     40.30    40.30
Bank of America Corp.    06052R294 12/01/10 12/01/15    100.000     0.000    3.5800              0.106759   0.108670   0.110615   0.112595  0.114611     38.89    40.30
Bank of America Corp.    06052R427 12/30/10 12/28/15    100.000     0.000    4.0699              0.122514   0.125008   0.127551   0.130147  0.132796     44.57    46.40
Bank of America Corp.    06052R476 12/16/10 12/16/22    100.000     5.612    5.6119              0.155889   0.155889   0.155889   0.155889  0.155889     56.12    56.12
Bank of America Corp.    06052R500 01/18/11 01/29/16    100.000     0.000    3.9297              0.115860   0.118136   0.120457   0.122824  0.125237     42.82    44.52
Bank of America Corp.    06052R518 02/04/11 02/04/14    100.000     0.000    2.5900              0.074776   0.075745   0.076726                          27.38     2.53
Bank of America Corp.    06052R575 02/04/11 02/02/16    100.000     0.000    3.9799              0.117259   0.119593   0.121973   0.124400  0.126875     43.34    45.08
Bank of America Corp.    06052R625 01/18/11 01/18/23    100.000     5.240    5.2399              0.145556   0.145556   0.145556   0.145556  0.145556     52.40    52.40
Bank of America Corp.    06052R633 02/04/11 02/02/16    100.000     0.000    3.7599              0.110423   0.112499   0.114614   0.116768  0.118964     40.75    42.30
Bank of America Corp.    06052R658 01/31/11 01/31/23    100.000     5.390    5.3899              0.149722   0.149722   0.149722   0.149722  0.149722     53.90    53.90
Bank of America Corp.    06052R666 02/03/11 02/02/18    100.000     0.000    4.4999              0.133610   0.136616   0.139690   0.142833  0.146047     49.55    51.80
Bank of America Corp.    06052R757 03/04/11 02/26/16    100.000     0.000    3.7898              0.111281   0.113390   0.115539   0.117728  0.119959     40.97    42.54
Bank of America Corp.    06052R773 03/04/11 03/04/14    100.000     0.000    2.4898              0.071779   0.072672   0.073577                          26.21     4.64
Bank of America Corp.    06052R781 02/17/11 02/17/23    100.000     5.630    5.6299              0.156389   0.156389   0.156389   0.156389  0.156389     56.30    56.30
Bank of America Corp.    06052R807 02/17/11 02/17/16    100.000     4.091    4.0909              0.113639   0.113639   0.113639   0.113639  0.113639     40.91    40.91
Bank of America Corp.    06052R872 03/04/11 03/04/16    100.000     3.673    3.6729              0.102028   0.102028   0.102028   0.102028  0.102028     36.73    36.73
Bank of America Corp.    06053D195 09/07/12 08/31/18    100.000     0.000    2.8935              0.079932   0.079722   0.082216   0.082046  0.084612     29.42    30.27
Bank of America Corp.    06053D203 09/07/12 08/27/15    100.000     0.000    1.9145              0.053181   0.053662   0.054176   0.054694  0.055218     19.36    19.73
Bank of America Corp.    06053D351 10/04/12 09/26/14    100.000     0.000    1.3064              0.036290   0.036517   0.036755   0.036995               13.15     9.78
Bank of America Corp.    06053D559 11/02/12 10/26/18    100.000     0.000    2.2130              0.061472   0.062130   0.062817   0.063512  0.064215     22.34    22.83
Bank of America Corp.    06053D583 11/02/12 11/03/14    100.000     0.000    1.0919              0.030334   0.030499   0.030666   0.030833               10.97     9.29
Bank of America Corp.    06053D690 12/06/12 11/30/15    100.000     0.000    1.2694              0.035262   0.035479   0.035704   0.035931  0.036159     12.75    12.91
Bank of America Corp.    06053D872 01/10/13 12/26/18    100.000     0.000    2.0975              0.058266   0.058830   0.059447   0.060070  0.060700     20.56    21.52
Bank of America Corp.    06053E219 01/31/13 02/02/16    100.000     0.000    1.2331              0.034254   0.034256   0.034467   0.034680  0.034894     11.37    12.51
Bank of America Corp.    06053E391 02/28/13 02/22/19    100.000     0.000    2.1319                         0.059222   0.059825   0.060463  0.061108     17.90    21.82
Bank of America Corp.    06053E599 04/05/13 03/29/19    100.000     0.000    2.2115                         0.061431   0.062088   0.062774  0.063468     16.40    22.60
Bank of America Corp.    06053E755 06/06/13 05/31/19    100.000     0.000    2.3275                         0.064655   0.065383   0.066144  0.066913     13.28    23.72
Bank of America Corp.    06053E888 06/20/13 06/26/20    100.000     0.000    N/A                 0.084814   0.084857   0.086152   0.087468  0.088803     16.21    31.26
Bank of America Corp.    06053F638 10/04/13 09/24/19    100.000     0.000    2.9627                                    0.082298   0.083450  0.084686      7.16    30.07
Bank of America Corp.    060900198 02/27/09 03/04/14    100.000     0.000    4.4307              0.143601   0.146783   0.150034                          53.02     9.45
Bank of America Corp.    060900206 02/27/09 02/28/14    100.000     0.000    4.6656              0.151482   0.152489   0.158632                          56.36     9.20
Bank of America Corp.    060900297 03/27/09 03/28/14    100.000     0.000    4.2742              0.137688   0.140631   0.143637                          50.65    12.50
Bank of America Corp.    060900321 03/27/09 03/28/14    100.000     0.000    4.2350              0.136243   0.139128   0.142074                          50.11    12.36
Bank of America Corp.    060900412 04/24/09 04/25/14    100.000     0.000    5.3679              0.179510   0.184328   0.189275                          66.14    21.58
Bank of America Corp.    060900479 05/29/09 05/31/13    100.000     0.000    5.3386              0.176417                                                26.46         
Bank of America Corp.    060900586 06/26/09 06/28/13    100.000     0.000    5.6500              0.190801                                                33.77         
Bank of America Corp.    060900594 06/26/09 06/28/13    100.000     0.000    5.6890              0.192373                                                34.05         
Bank of America Corp.    060900750 07/31/09 07/26/13    100.000     0.000    5.6592              0.181676   0.189913                                     38.92         
Bank of America Corp.    060900776 07/31/09 07/30/13    100.000     0.000    5.6098              0.179939   0.188052                                     39.26         
Bank of America Corp.    060900826 09/03/09 09/04/13    100.000     0.000    4.7200              0.149995   0.151031                                     37.09         
Barclays Bank PLC        067387AS9 10/30/09 10/30/14    100.000    VARIES    3.2808              0.093029   0.092843   0.092458   0.091883               33.42    27.54
Barclays Bank PLC        067387AY6 11/30/10 02/28/13    100.000     0.000    1.3672              0.038680                                                 2.24         
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        067387BC3 01/31/11 05/01/13    100.000     0.000    1.7399              0.049824                                                 5.98         
Barclays Bank PLC        067387BF6 02/25/11 01/02/13    100.000     0.000    1.5702              0.044551                                                  .04         
Barclays Bank PLC        067387BJ8 03/31/11 07/01/13    100.000     0.000    1.6999              0.048643                                                 8.76         
Barclays Bank PLC        067387CN8 01/31/12 04/30/14    100.000     0.000    2.9201              0.082899   0.084110   0.085338                          30.21    10.16
Barclays Bank PLC        067387CP3 02/29/12 06/02/14    100.000     0.000    1.8198              0.051250   0.051716   0.052187                          18.56     7.88
Barclays Bank PLC        067387EG1 01/28/13 07/28/15    100.000     0.000    0.9399                         0.026109   0.026232   0.026355  0.026479      8.71     9.50
Barclays Bank PLC        067387ER7 02/21/13 08/20/15    100.000     0.000    1.0000                         0.027778   0.027916   0.028056  0.028196      8.63    10.11
Barclays Bank PLC        067387EU0 02/27/13 08/27/14    100.000     0.000    0.7696                         0.021381   0.021463   0.021545                6.51     5.08
Barclays Bank PLC        067387FH8 03/28/13 09/29/14    100.000     0.000    1.2500              0.034722   0.034724   0.034941   0.035159                9.50     9.40
Barclays Bank PLC        067387FR6 04/30/13 10/28/14    100.000     0.000    0.6500                         0.018057   0.018115   0.018174                4.36     5.39
Barclays Bank PLC        06738CZX0 03/09/07 03/09/17    100.000     0.000    5.5899              0.210281   0.216159   0.222200   0.228411  0.234795     78.09    82.52
Barclays Bank PLC        06738JFL3 11/12/10 11/12/22    100.000    VARIES    1.0910              0.027977   0.028091   0.028204   0.028319  0.028434     10.10    10.19
Barclays Bank PLC        06738JHK3 09/30/10 09/30/20    100.000    VARIES    4.0513              0.112076   0.113247   0.114442   0.115185  0.115944     40.77    41.47
Barclays Bank PLC        06738JHL1 10/15/10 10/15/22    100.000    VARIES    4.2146              0.116989   0.118076   0.119186   0.120320  0.121477     42.48    43.29
Barclays Bank PLC        06738JJR6 10/07/10 10/07/20    100.000    VARIES    4.0416              0.112365   0.113613   0.114886   0.115627  0.116384     40.89    41.62
Barclays Bank PLC        06738JL28 03/24/11 03/24/21    100.000    VARIES    4.4415              0.124212   0.124503   0.124800   0.125104  0.125415     44.83    45.04
Barclays Bank PLC        06738JLF9 11/04/10 11/04/25    100.000    VARIES    4.5900              0.129891   0.130426   0.130786   0.131154  0.131531     46.91    47.19
Barclays Bank PLC        06738JLS1 10/21/10 10/21/20    100.000    VARIES    4.0316              0.112064   0.113298   0.114558   0.115297  0.116052     40.74    41.48
Barclays Bank PLC        06738JLX0 10/07/10 10/07/22    100.000    VARIES    4.2148              0.116994   0.118088   0.119206   0.120348  0.121513     42.50    43.31
Barclays Bank PLC        06738K2E0 04/04/12 04/03/14    100.000     0.000    1.6800              0.047059   0.047455   0.047853                          17.08     4.40
Barclays Bank PLC        06738K2H3 04/04/12 04/04/14    100.000     0.000    1.6802              0.047065   0.047460   0.047859                          17.08     4.45
Barclays Bank PLC        06738K2Q3 04/09/12 06/06/13    100.000     0.000    1.2000              0.033600                                                 5.21         
Barclays Bank PLC        06738K2S9 04/11/12 04/10/14    100.000     0.000    1.7298              0.048466   0.048885   0.049308                          17.59     4.88
Barclays Bank PLC        06738K3N9 04/25/12 04/25/17    100.000     0.000    3.1700              0.089453   0.090871   0.092311   0.093774  0.095261     32.65    33.69
Barclays Bank PLC        06738K3V1 05/16/12 05/16/16    100.000     0.000    2.8499              0.080294   0.081439   0.082599   0.083776  0.084970     29.22    30.05
Barclays Bank PLC        06738K4E8 05/02/12 05/01/14    100.000     0.000    1.7801              0.049886   0.050330   0.050778                          18.09     6.09
Barclays Bank PLC        06738K4L2 05/07/12 05/08/14    100.000     0.000    1.9601              0.054986   0.055525   0.056069                          19.95     7.12
Barclays Bank PLC        06738K4T5 05/07/12 05/08/14    100.000     0.000    1.9601              0.054986   0.055525   0.056069                          19.95     7.12
Barclays Bank PLC        06738K4W8 05/09/12 05/07/15    100.000     0.000    2.4498              0.068877   0.069721   0.070575   0.071439  0.072314     25.04    25.66
Barclays Bank PLC        06738K5H0 05/14/12 05/14/14    100.000     0.000    2.0400              0.057247   0.057831   0.058420                          20.77     7.77
Barclays Bank PLC        06738K5L1 05/23/12 05/22/15    100.000     0.000    2.4899              0.070023   0.070894   0.071777   0.072671  0.073575     25.43    26.07
Barclays Bank PLC        06738K5P2 05/29/12 11/29/16    100.000    VARIES    1.8279              0.050497   0.050215   0.050293   0.050372  0.050451     18.12    18.12
Barclays Bank PLC        06738K5X5 05/21/12 05/21/14    100.000     0.000    2.0798              0.058374   0.058981   0.059594                          21.17     8.34
Barclays Bank PLC        06738K6P1 06/13/12 06/12/14    100.000     0.000    2.0798              0.058370   0.058977   0.059590                          21.15     9.59
Barclays Bank PLC        06738KA76 12/07/11 12/09/13    100.000     0.000    2.9799              0.085276   0.086546                                     29.05         
Barclays Bank PLC        06738KAM3 02/25/11 02/25/31    100.000    VARIES    5.5650              0.140019   0.135413   0.130679   0.125813  0.124949     48.40    45.45
Barclays Bank PLC        06738KAP6 02/02/11 02/02/16    100.000     1.000    3.3894              0.097585   0.098768   0.099971   0.101194  0.102438     35.70    36.58
Barclays Bank PLC        06738KB83 12/12/11 01/10/13    100.000     0.000    1.1004              0.030762                                                  .28         
Barclays Bank PLC        06738KBW0 02/09/11 02/09/21    100.000    VARIES    4.8413              0.135800   0.136328   0.136615   0.136909  0.137036     49.10    49.29
Barclays Bank PLC        06738KBZ3 02/16/11 02/17/15    100.000     0.000    3.3099              0.096592   0.098191   0.099816   0.101468  0.103147     35.49    36.68
Barclays Bank PLC        06738KC82 12/14/11 12/16/13    100.000     0.000    2.9298              0.083801   0.085028                                     29.13         
Barclays Bank PLC        06738KCK5 02/24/11 02/22/13    100.000     0.000    1.5698              0.044639                                                 2.28         
Barclays Bank PLC        06738KCL3 02/24/11 02/22/13    100.000     0.000    1.5698              0.044639                                                 2.28         
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738KCN9 03/16/11 03/16/21    100.000    VARIES    4.8210              0.135092   0.135503   0.135817   0.136140  0.136317     48.78    49.00
Barclays Bank PLC        06738KEA5 03/09/11 03/09/21    100.000    VARIES    5.1730              0.150379   0.152014   0.153691   0.154290  0.154905     54.80    55.57
Barclays Bank PLC        06738KEG2 03/15/11 03/14/13    100.000     0.000    1.6600              0.047269                                                 3.45         
Barclays Bank PLC        06738KEH0 03/15/11 03/14/13    100.000     0.000    1.6600              0.047269                                                 3.45         
Barclays Bank PLC        06738KEM9 04/08/11 04/08/21    100.000    VARIES    5.0806              0.142717   0.143273   0.143515   0.143763  0.143993     51.54    51.75
Barclays Bank PLC        06738KEY3 04/08/11 04/08/26*   100.000    VARIES    5.3548              0.150530                                                 1.05*        
Barclays Bank PLC        06738KFN6 03/30/11 11/19/14    100.000     0.000    2.6999              0.078365   0.079423   0.080495   0.081581               28.49    25.79
Barclays Bank PLC        06738KFQ9 04/28/11 04/28/31*   100.000    VARIES    5.2023              0.134418                                                15.73*        
Barclays Bank PLC        06738KG88 01/20/12 01/23/14    100.000     0.000    1.6697              0.046777   0.047167   0.047561                          17.03     1.05
Barclays Bank PLC        06738KGC9 04/07/11 04/12/16    100.000     0.000    3.5299              0.103389   0.105214   0.107071   0.108960  0.110883     37.84    39.19
Barclays Bank PLC        06738KGD7 04/07/11 04/12/17    100.000     0.000    3.8999              0.114856   0.117095   0.119378   0.121706  0.124080     42.11    43.77
Barclays Bank PLC        06738KHG9 04/29/11 05/01/14    100.000     0.500    1.3951              0.039281   0.039458   0.039637                          14.19     4.76
Barclays Bank PLC        06738KHK0 05/12/11 05/12/21    100.000    VARIES    4.6808              0.131384   0.131858   0.132006   0.132158  0.132251     47.41    47.56
Barclays Bank PLC        06738KHN4 04/21/11 04/23/13    100.000     0.000    1.4397              0.040867                                                 4.58         
Barclays Bank PLC        06738KJH5 05/06/11 05/09/14    100.000    VARIES    2.0355              0.057866   0.058313   0.057432                          20.89     7.35
Barclays Bank PLC        06738KK75 01/25/12 01/25/19    100.000     0.000    4.4000              0.124913   0.127661   0.130469   0.133340  0.136273     46.33    48.39
Barclays Bank PLC        06738KL90 02/15/12 08/15/14    100.000    VARIES    1.7689              0.049222   0.049306   0.049251   0.049195               17.74    11.02
Barclays Bank PLC        06738KLP4 06/28/11 06/28/23    100.000    VARIES    4.8716              0.137137   0.137771   0.138370   0.138983  0.139343     49.49    49.93
Barclays Bank PLC        06738KMB4 06/21/11 06/19/15    100.000     0.000    2.6199              0.075662   0.076653   0.077657   0.078675  0.079705     27.44    28.16
Barclays Bank PLC        06738KMD0 06/30/11 06/30/14    100.000     0.000    2.0801              0.059604   0.060224   0.060850                          21.57    10.89
Barclays Bank PLC        06738KMR9 07/07/11 01/14/13    100.000     0.000    1.0701              0.030052                                                  .39         
Barclays Bank PLC        06738KMV0 07/28/11 07/28/21    100.000    VARIES    4.8122              0.134773   0.135750   0.136751   0.137228  0.137716     49.00    49.46
Barclays Bank PLC        06738KN56 02/29/12 02/28/18    100.000     0.000    3.1970              0.089728   0.089676   0.092620   0.092566  0.095605     33.10    34.16
Barclays Bank PLC        06738KN72 02/29/12 02/29/16    100.000     0.000    2.5881              0.072422   0.072163   0.074309   0.074043  0.076244     26.62    27.31
Barclays Bank PLC        06738KN98 02/29/12 02/28/22    100.000    VARIES    4.0103              0.110235   0.107888   0.110064   0.108658  0.110792     39.78    40.00
Barclays Bank PLC        06738KNF4 07/29/11 07/31/17    100.000     0.000    3.5900              0.103356   0.105211   0.107100   0.109022  0.110979     38.11    39.49
Barclays Bank PLC        06738KNJ6 07/29/11 07/29/16    100.000     0.000    3.2800              0.094125   0.095669   0.097238   0.098832  0.100453     34.64    35.78
Barclays Bank PLC        06738KPB1 07/22/11 07/22/26*   100.000    VARIES    5.0342              0.138493                                                 2.91*        
Barclays Bank PLC        06738KPD7 07/22/11 01/22/13    100.000     0.000    1.0201              0.028627                                                  .60         
Barclays Bank PLC        06738KQ53 02/14/12 02/14/22    100.000     0.500    4.1087              0.116191   0.118293   0.120438   0.122627  0.124860     42.79    44.36
Barclays Bank PLC        06738KQF1 08/31/11 08/31/17    100.000     0.000    3.9281              0.112816   0.113156   0.117291   0.117645  0.121944     41.79    43.45
Barclays Bank PLC        06738KQS3 08/31/11 08/31/31    100.000    VARIES    6.1335              0.160633   0.154390   0.153152   0.146805  0.145204     56.56    53.75
Barclays Bank PLC        06738KQT1 08/05/11 08/05/21    100.000    VARIES    4.6123              0.128914   0.129691   0.130485   0.131400  0.132336     46.78    47.41
Barclays Bank PLC        06738KQU8 08/03/11 08/03/16    100.000     0.000    3.0700              0.087916   0.089266   0.090636   0.092028  0.093440     32.30    33.29
Barclays Bank PLC        06738KR78 03/16/12 03/30/17    100.000     0.000    4.4000              0.125127   0.127880   0.130693   0.133569  0.136507     46.05    48.10
Barclays Bank PLC        06738KRA1 09/08/11 09/08/16    100.000     0.000    3.5399              0.101843   0.103645   0.105480   0.107347  0.109247     37.40    38.73
Barclays Bank PLC        06738KRT0 08/17/11 02/19/13    100.000     0.000    1.5101              0.042589                                                 2.04         
Barclays Bank PLC        06738KSV4 09/14/11 09/14/26*   100.000    VARIES    5.0468              0.145937                                                10.65*        
Barclays Bank PLC        06738KTB7 09/30/11 09/30/31    100.000    VARIES    5.4569              0.143066   0.141543   0.139978   0.138371  0.136719     50.95    49.81
Barclays Bank PLC        06738KU33 03/06/12 03/06/17    100.000     0.000    2.8900              0.081439   0.082616   0.083810   0.085021  0.086249     29.80    30.67
Barclays Bank PLC        06738KUD1 09/30/11 09/29/17    100.000     0.000    3.9799              0.114986   0.117274   0.119608   0.121988  0.124415     42.23    43.93
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738KUK5 09/16/11 09/16/16    100.000    VARIES    3.6494              0.097947   0.098455   0.098908   0.099352  0.099774     35.45    35.78
Barclays Bank PLC        06738KUP4 09/14/11 09/13/13    100.000     0.000    2.2199              0.063038   0.063738                                     16.01         
Barclays Bank PLC        06738KUQ2 10/12/11 10/12/16    100.000     0.000    3.6299              0.104524   0.106421   0.108353   0.110320  0.112322     38.27    39.67
Barclays Bank PLC        06738KVA6 09/21/11 09/19/13    100.000     0.000    2.1002              0.059564   0.060189                                     15.48         
Barclays Bank PLC        06738KVE8 09/29/11 09/30/31    100.000    VARIES    5.2986              0.140901   0.139313   0.137683   0.136009  0.134291     50.15    48.96
Barclays Bank PLC        06738KVN8 09/28/11 09/26/13    100.000     0.000    2.4199              0.068849   0.069683                                     18.40         
Barclays Bank PLC        06738KW98 05/09/12 04/14/17    100.000     0.000    2.0400              0.057165   0.057748   0.058337   0.058932  0.059533     20.77    21.20
Barclays Bank PLC        06738KWV9 09/30/11 10/03/17    100.000     0.000    3.9899              0.115338   0.117639   0.119986   0.122379  0.124821     42.34    44.05
Barclays Bank PLC        06738KWX5 10/31/11 11/01/31    100.000    VARIES    4.5597              0.118370   0.115542   0.116524   0.113685  0.114592     42.57    41.89
Barclays Bank PLC        06738KX55 04/02/12 04/02/27*   100.000    VARIES    4.6653              0.132048                                                12.02*        
Barclays Bank PLC        06738KXV8 10/28/11 10/28/16    100.000    VARIES    3.8804              0.107251   0.106973   0.106690   0.106934  0.107143     38.53    38.48
Barclays Bank PLC        06738KY21 03/21/12 03/20/14    100.000     0.000    1.7001              0.047625   0.048030   0.048438                          17.30     3.83
Barclays Bank PLC        06738KYG0 12/01/11 12/01/16    100.000     0.000    4.3799              0.127053   0.129835   0.132679   0.135584  0.138553     46.41    48.46
Barclays Bank PLC        06738KYT2 11/28/11 11/26/14    100.000     0.000    3.5899              0.103312   0.105166   0.107054   0.108976               37.66    35.14
Barclays Bank PLC        06738KZ38 03/28/12 03/27/14    100.000     0.000    1.6898              0.047335   0.047735   0.048138                          17.19     4.14
Barclays Bank PLC        06738KZM6 11/23/11 11/21/13    100.000     0.000    2.9002              0.082902   0.084104                                     26.74         
Barclays Bank PLC        06738KZQ7 11/25/11 11/25/15    100.000     0.000    3.8199              0.110200   0.112305   0.114450   0.116636  0.118864     40.20    41.75
Barclays Bank PLC        06738Q3V8 04/30/09 05/07/14    100.000     0.000    5.2000              0.173053   0.177552   0.182169                          63.60    22.95
Barclays Bank PLC        06738Q4D7 04/30/09 05/07/14    100.000     0.000    4.9000              0.161397   0.165351   0.169402                          59.25    21.34
Barclays Bank PLC        06738QDB1 08/26/08 08/30/13    100.000     0.000    4.4602              0.146250   0.148695                                     35.69         
Barclays Bank PLC        06738QK98 02/27/09 02/27/14    100.000     0.000    4.6599              0.152090   0.155634   0.159260                          56.28     8.92
Barclays Bank PLC        06738QLE6 09/17/08 09/14/14    100.000     0.000    4.0500              0.132029   0.134702   0.137430   0.140213               48.59    35.27
Barclays Bank PLC        06738QM21 02/27/09 03/07/14    100.000     0.000    4.6599              0.152287   0.155836   0.159467                          56.28    10.52
Barclays Bank PLC        06738QV62 03/31/09 03/31/14    100.000     0.000    5.0055              0.165309   0.169446   0.173687                          61.02    15.46
Barclays Bank PLC        06738QV70 03/31/09 03/31/14    100.000     0.000    5.0055              0.165309   0.169446   0.173687                          61.02    15.46
Barclays Bank PLC        06738QX86 03/31/09 04/07/14    100.000     0.000    5.0056              0.163654   0.166834   0.171949                          61.03    16.51
Barclays Bank PLC        06738R6V3 07/25/08 07/30/13    100.000     0.000    4.7399              0.158905   0.162671                                     33.89         
Barclays Bank PLC        06738RHU3 02/27/08 11/26/13    100.000     0.000    3.7400              0.123875   0.126192                                     40.68         
Barclays Bank PLC        06738RMA1 03/31/08 03/28/13    100.000     0.000    3.2999              0.106192                                                 9.24         
Barclays Bank PLC        06738RRR9 04/30/08 04/25/14    100.000     0.000    3.9299              0.129991   0.132545   0.135149                          47.60    15.41
Barclays Bank PLC        06738RVW3 04/18/08 03/20/13    100.000     0.000    3.7399              0.122389                                                 9.67         
Barclays Bank PLC        06739H461 01/31/08 02/28/14    100.000     0.000    4.0805              0.135634   0.136145   0.141226                          50.29     8.19
Barclays Bank PLC        06739H479 01/31/08 05/30/14    100.000     0.000    4.0799              0.137770   0.140581   0.143448                          50.28    21.37
Barclays Bank PLC        06739H545 12/31/07 08/31/13    100.000     0.000    4.7069              0.161550   0.162656                                     39.30         
Barclays Bank PLC        06739H594 11/30/07 09/30/13    100.000     0.000    4.5700              0.157939   0.161548                                     43.14         
Barclays Bank PLC        06739J5D1 11/27/09 11/27/14    100.000    VARIES    3.3906              0.096073   0.095809   0.095391   0.094843               34.52    31.00
Barclays Bank PLC        06739J5L3 12/18/09 02/25/13    100.000     0.000    2.6199              0.078048                                                 4.21         
Barclays Bank PLC        06739J5V1 12/31/09 12/31/15    100.000     0.000    4.2300              0.133223   0.136041   0.138918   0.141856  0.144857     48.47    50.55
Barclays Bank PLC        06739J5W9 12/31/09 12/31/15    100.000     0.000    4.2300              0.133223   0.136041   0.138918   0.141856  0.144857     48.47    50.55
Barclays Bank PLC        06739J863 10/28/09 04/28/15    100.000     0.000    4.1800              0.131456   0.134203   0.137008   0.139872  0.142795     48.17    50.20
Barclays Bank PLC        06739JBB8 05/27/09 06/06/14    100.000     0.000    4.9200              0.162212   0.166203   0.170291                          59.32    26.40
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739JBJ1 05/29/09 06/06/14    100.000     0.000    3.5900              0.113027   0.115056   0.117121                          41.16    18.15
Barclays Bank PLC        06739JEB5 07/24/09 07/24/14    100.000     0.000    4.7799              0.152991   0.156647   0.160391   0.164224               56.90    33.25
Barclays Bank PLC        06739JEK5 06/26/09 06/26/24    100.000    VARIES    5.6547              0.122690   0.122743   0.122798   0.122854  0.122912     44.18    44.22
Barclays Bank PLC        06739JEQ2 06/30/09 07/08/14    100.000     0.000    4.9699              0.160136   0.164115   0.168193   0.172373               59.76    32.20
Barclays Bank PLC        06739JER0 06/30/09 07/08/14    100.000     0.000    4.9699              0.160136   0.164115   0.168193   0.172373               59.76    32.20
Barclays Bank PLC        06739JES8 06/04/09 06/06/14    100.000     0.000    4.8900              0.160902   0.164837   0.168867                          58.83    26.17
Barclays Bank PLC        06739JFY4 06/30/09 06/28/13    100.000     0.000    2.6799              0.081701                                                14.46         
Barclays Bank PLC        06739JGP2 06/26/09 06/26/24    100.000    VARIES    5.6622              0.119223   0.118388   0.117529   0.116645  0.117571     42.76    42.15
Barclays Bank PLC        06739JJU8 07/24/09 07/24/14    100.000     0.000    4.7799              0.152991   0.156647   0.160391   0.164224               56.90    33.25
Barclays Bank PLC        06739JKE2 07/24/09 08/07/14    100.000     0.000    4.7800              0.153257   0.156920   0.160671   0.164511               56.90    35.40
Barclays Bank PLC        06739JKG7 07/24/09 07/24/13    100.000     0.000    4.2998              0.135701   0.138619                                     28.07         
Barclays Bank PLC        06739JKH5 07/24/09 07/24/14    100.000     0.000    4.7799              0.152991   0.156647   0.160391   0.164224               56.90    33.25
Barclays Bank PLC        06739JKM4 07/24/09 07/24/14    100.000    VARIES    4.7816              0.135811   0.135613   0.135052   0.134103               48.74    27.24
Barclays Bank PLC        06739JKS1 07/07/09 07/07/14    100.000     0.000    4.7699              0.152625   0.156265   0.159992   0.163808               56.88    30.45
Barclays Bank PLC        06739JMK6 07/23/09 07/23/24    100.000    VARIES    6.1912              0.139932   0.134027   0.134296   0.134575  0.134861     48.42    48.49
Barclays Bank PLC        06739JNU3 08/12/09 08/12/13    100.000     0.000    3.8100              0.118523   0.120781                                     26.60         
Barclays Bank PLC        06739JNW9 08/21/09 08/21/24    100.000    VARIES    5.5443              0.121864   0.121236   0.120590   0.119926  0.119244     43.59    43.12
Barclays Bank PLC        06739JPE7 08/30/09 09/08/14    100.000     0.000    3.8999              0.121746   0.124120   0.126540   0.129008               44.80    31.70
Barclays Bank PLC        06739JQ63 11/30/09 11/30/15    100.000     0.000    3.9500              0.123385   0.125822   0.128307   0.130841  0.133425     45.01    46.81
Barclays Bank PLC        06739JQ71 11/30/09 11/30/15    100.000     0.000    3.9500              0.123385   0.125822   0.128307   0.130841  0.133425     45.01    46.81
Barclays Bank PLC        06739JR39 11/24/09 11/24/14    100.000    VARIES    3.4606              0.097498   0.097354   0.097063   0.096647               35.06    31.28
Barclays Bank PLC        06739JR96 11/04/09 11/04/13    100.000     0.000    3.1800              0.097104   0.098648                                     29.70         
Barclays Bank PLC        06739JSU8 08/27/09 08/27/24*   100.000    VARIES    5.3980              0.120577                                                 6.75*        
Barclays Bank PLC        06739JTL7 10/01/09 10/07/14    100.000     0.000    3.7799              0.117557   0.119779   0.122043   0.124349               43.10    34.10
Barclays Bank PLC        06739JXR9 10/02/09 10/03/13    100.000     0.000    3.4021              0.104581   0.106360                                     28.77         
Barclays Bank PLC        06739JYA5 09/30/09 09/30/19    100.000    VARIES    5.0571              0.129250   0.129174   0.129096   0.129606  0.130128     46.50    46.66
Barclays Bank PLC        06739JYY3 11/02/09 11/07/14    100.000     0.000    3.7399              0.116163   0.118335   0.120548   0.122802               42.45    37.29
Barclays Bank PLC        06740ASJ9 02/29/12 02/28/22    100.000    VARIES    3.2528              0.089972   0.088619   0.090205   0.088851  0.091127     32.62    32.79
Barclays Bank PLC        06740H286 05/21/10 05/24/17    100.000     2.500    4.9967              0.147939   0.149900   0.151910   0.153970  0.156082     53.76    55.21
Barclays Bank PLC        06740JED8 12/24/09 12/24/24*   100.000    VARIES    5.1791              0.117598                                                20.34*        
Barclays Bank PLC        06740JEK2 12/28/09 12/26/14    100.000     0.000    3.6800              0.114019   0.116117   0.118253   0.120429               41.45    42.37
Barclays Bank PLC        06740JEL0 12/24/09 12/24/14    100.000    VARIES    3.3891              0.096133   0.095780   0.095306   0.094748               34.54    33.54
Barclays Bank PLC        06740JEU0 12/21/09 12/19/14    100.000     0.000    3.6999              0.114702   0.116824   0.118985   0.121186               41.73    41.80
Barclays Bank PLC        06740JEY2 01/29/10 01/29/16    100.000     0.000    4.2199              0.130121   0.132867   0.135670   0.138533  0.141456     48.18    50.24
Barclays Bank PLC        06740JEZ9 01/29/10 01/29/16    100.000     0.000    4.2199              0.130121   0.132867   0.135670   0.138533  0.141456     48.18    50.24
Barclays Bank PLC        06740JFA3 01/29/10 01/29/16    100.000     0.000    4.2199              0.130121   0.132867   0.135670   0.138533  0.141456     48.18    50.24
Barclays Bank PLC        06740JFQ8 01/29/10 01/29/25*   100.000    VARIES    5.7144              0.137758                                                 3.86*        
Barclays Bank PLC        06740JFR6 01/29/10 01/29/15    100.000    VARIES    3.7589              0.109643   0.109297   0.108263   0.107209  0.105825     39.20    38.41
Barclays Bank PLC        06740JK33 02/26/10 02/29/16    100.000     0.000    4.3199              0.132826   0.133483   0.138626   0.139311  0.144679     49.32    51.47
Barclays Bank PLC        06740JL73 03/31/10 03/31/16    100.000     0.000    4.1299              0.127065   0.129689   0.132367   0.135100  0.137890     46.70    48.65
Barclays Bank PLC        06740JL81 03/31/10 03/31/16    100.000     0.000    4.1299              0.127065   0.129689   0.132367   0.135100  0.137890     46.70    48.65
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740JL99 03/31/10 03/31/16    100.000     0.000    4.1299              0.127065   0.129689   0.132367   0.135100  0.137890     46.70    48.65
Barclays Bank PLC        06740JM98 03/10/10 03/10/17    100.000    VARIES    4.4514              0.124201   0.124891   0.125155   0.125426  0.125336     44.94    45.12
Barclays Bank PLC        06740JN71 03/04/10 03/04/15    100.000    VARIES    3.5183              0.105142   0.106922   0.108677   0.110464  0.104154     38.59    38.92
Barclays Bank PLC        06740JQW3 01/29/10 01/29/16    100.000     0.000    4.2199              0.130121   0.132867   0.135670   0.138533  0.141456     48.18    50.24
Barclays Bank PLC        06740JRD4 01/27/10 01/27/17    100.000     5.000    4.3944              0.127015   0.127325   0.128191   0.129075  0.128702     45.96    46.39
Barclays Bank PLC        06740JRE2 02/08/10 02/06/15    100.000     0.000    3.8699              0.118284   0.120573   0.122906   0.125284  0.127709     43.66    45.37
Barclays Bank PLC        06740JSB7 02/22/10 02/20/15    100.000    VARIES    3.8626              0.116124   0.116450   0.114828   0.113175  0.110264     41.69    40.44
Barclays Bank PLC        06740JSC5 02/22/10 02/20/15    100.000     0.000    3.8600              0.117952   0.120228   0.122549   0.124914  0.127325     43.47    45.17
Barclays Bank PLC        06740JSJ0 02/19/10 02/19/25*   100.000    VARIES    5.3591              0.126707                                                 6.08*        
Barclays Bank PLC        06740JSM3 02/26/10 02/29/16    100.000     0.000    4.3199              0.132826   0.133483   0.138626   0.139311  0.144679     49.32    51.47
Barclays Bank PLC        06740JSN1 02/26/10 02/29/16    100.000     0.000    4.3199              0.132826   0.133483   0.138626   0.139311  0.144679     49.32    51.47
Barclays Bank PLC        06740JSP6 02/26/10 02/29/16    100.000     0.000    4.3199              0.132826   0.133483   0.138626   0.139311  0.144679     49.32    51.47
Barclays Bank PLC        06740JSY7 02/26/10 02/29/16    100.000     0.000    4.3199              0.132826   0.133483   0.138626   0.139311  0.144679     49.32    51.47
Barclays Bank PLC        06740JTK6 02/08/10 02/08/17    100.000    VARIES    4.5812              0.128007   0.128553   0.128694   0.128838  0.128724     46.28    46.36
Barclays Bank PLC        06740JWG1 02/17/10 07/24/14    100.000     0.000    3.4600              0.104493   0.106301   0.108140   0.110011               38.52    22.29
Barclays Bank PLC        06740JZJ2 03/09/10 03/09/15    100.000     0.000    3.4999              0.106030   0.107885   0.109773   0.111694  0.113649     38.92    40.30
Barclays Bank PLC        06740LAP0 04/07/10 04/07/15    100.000     0.000    3.6900              0.112313   0.114385   0.116496   0.118645  0.120834     41.16    42.69
Barclays Bank PLC        06740LAQ8 04/07/10 04/07/15    100.000     0.000    3.6900              0.112313   0.114385   0.116496   0.118645  0.120834     41.16    42.69
Barclays Bank PLC        06740LAR6 04/09/10 04/10/15    100.000     0.000    3.7199              0.113319   0.115427   0.117574   0.119761  0.121988     41.52    43.08
Barclays Bank PLC        06740LBD6 03/24/10 03/24/15    100.000     1.000    3.5999              0.106737   0.108159   0.109605   0.111078  0.112578     38.96    40.01
Barclays Bank PLC        06740LBJ3 04/30/10 04/29/16    100.000     0.000    4.4899              0.139346   0.142474   0.145673   0.148943  0.152287     51.12    53.44
Barclays Bank PLC        06740LBK0 04/30/10 04/29/16    100.000     0.000    4.4899              0.139346   0.142474   0.145673   0.148943  0.152287     51.12    53.44
Barclays Bank PLC        06740LBL8 04/30/10 04/29/16    100.000     0.000    4.4899              0.139346   0.142474   0.145673   0.148943  0.152287     51.12    53.44
Barclays Bank PLC        06740LBS3 04/30/10 04/30/13    100.000     0.000    2.6499              0.078618                                                 9.36         
Barclays Bank PLC        06740LBT1 04/30/10 04/30/13    100.000     0.000    2.6499              0.078618                                                 9.36         
Barclays Bank PLC        06740LBV6 04/07/10 04/07/25*   100.000    VARIES    5.2962              0.122563                                                11.77*        
Barclays Bank PLC        06740LBY0 04/07/10 04/08/15    100.000     0.000    3.6920              0.112390   0.114465   0.116578   0.118730  0.120922     41.18    42.72
Barclays Bank PLC        06740LEM3 04/20/10 04/20/30*   100.000    VARIES    5.5989              0.127752   0.121525                                     14.17*        
Barclays Bank PLC        06740LEZ4 04/22/10 04/22/25*   100.000    VARIES    5.4765              0.127763                                                14.18*        
Barclays Bank PLC        06740LL78 06/09/10 06/09/14    100.000     0.000    3.9099              0.119651   0.121990   0.124375                          43.60    19.65
Barclays Bank PLC        06740LNW1 05/28/10 05/31/16    100.000     0.000    4.7600              0.147149   0.149828   0.154236   0.157044  0.161666     54.43    57.05
Barclays Bank PLC        06740LNY7 05/28/10 05/31/16    100.000     0.000    4.7600              0.147149   0.149828   0.154236   0.157044  0.161666     54.43    57.05
Barclays Bank PLC        06740LP90 06/30/10 06/30/16    100.000     0.000    4.3499              0.134558   0.137485   0.140475   0.143530  0.146652     48.97    51.13
Barclays Bank PLC        06740LQ24 06/30/10 06/30/16    100.000     0.000    4.3499              0.134558   0.137485   0.140475   0.143530  0.146652     48.97    51.13
Barclays Bank PLC        06740LQG3 05/28/10 05/31/13    100.000     0.000    3.3199              0.100161                                                14.92         
Barclays Bank PLC        06740LQH1 05/28/10 05/31/16    100.000     0.000    4.7600              0.147149   0.149828   0.154236   0.157044  0.161666     54.43    57.05
Barclays Bank PLC        06740LTF2 05/10/10 05/08/15    100.000     0.000    3.8699              0.118284   0.120573   0.122906   0.125284  0.127709     43.24    44.93
Barclays Bank PLC        06740PA30 10/28/10 06/01/16    100.000     0.000    3.0699              0.090890   0.092285   0.093701   0.095140  0.096600     33.06    34.08
Barclays Bank PLC        06740PAD8 06/11/10 06/11/15    100.000     0.000    3.8599              0.117974   0.120251   0.122571   0.124937  0.127348     42.97    44.65
Barclays Bank PLC        06740PB21 11/03/10 11/01/13    100.000     0.000    1.4698              0.042040   0.042349                                     12.67         
Barclays Bank PLC        06740PBC9 06/24/10 06/26/18    100.000     0.000    4.9699              0.156125   0.160005   0.163981   0.168056  0.172232     56.94    59.81
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740PBE5 06/25/10 06/25/17    100.000     1.000    4.7051              0.143390   0.146109   0.148893   0.151743  0.154659     52.14    54.15
Barclays Bank PLC        06740PBF2 07/28/10 07/28/16    100.000     0.000    3.6099              0.107716   0.109660   0.111640   0.113655  0.115706     39.73    41.18
Barclays Bank PLC        06740PBG0 07/28/10 07/28/16    100.000     0.000    3.6099              0.107716   0.109660   0.111640   0.113655  0.115706     39.73    41.18
Barclays Bank PLC        06740PBK1 06/30/10 06/30/15    100.000    VARIES    3.8043              0.110504   0.110541   0.109695   0.108832  0.107269     39.79    39.33
Barclays Bank PLC        06740PBX3 07/06/10 07/06/20    100.000    VARIES    5.0546              0.150265   0.151537   0.152841   0.153204  0.153577     54.78    55.22
Barclays Bank PLC        06740PC38 11/29/10 11/29/30    100.000    VARIES    4.9295              0.121805   0.117605   0.113302   0.111496  0.109645     42.82    40.35
Barclays Bank PLC        06740PHD1 08/31/10 08/31/16    100.000     0.000    3.3169              0.097859   0.097860   0.101132   0.101133  0.104514     36.12    37.33
Barclays Bank PLC        06740PHE9 08/31/10 08/31/16    100.000     0.000    3.3169              0.097859   0.097860   0.101132   0.101133  0.104514     36.12    37.33
Barclays Bank PLC        06740PHQ2 07/28/10 05/26/16    100.000     0.000    3.6099              0.108990   0.110957   0.112960   0.114999  0.117075     39.73    41.18
Barclays Bank PLC        06740PKG0 08/16/10 08/16/17    100.000    VARIES    3.6631              0.106986   0.107546   0.108117   0.108091  0.108064     38.77    38.91
Barclays Bank PLC        06740PKN5 08/31/10 08/31/15    100.000     0.000    2.6470              0.077072   0.076819   0.079125   0.078865  0.081234     28.34    29.09
Barclays Bank PLC        06740PKP0 09/03/10 09/03/15    100.000     0.000    2.6299              0.076974   0.077987   0.079012   0.080051  0.081104     28.13    28.88
Barclays Bank PLC        06740PL79 11/26/10 11/26/25*   100.000    VARIES    5.0401              0.136479                                                 7.51*        
Barclays Bank PLC        06740PM37 11/30/10 11/30/20    100.000    VARIES    4.6823              0.131904   0.132760   0.133636   0.134173  0.134723     47.69    48.24
Barclays Bank PLC        06740PMM5 08/27/10 08/29/18    100.000     0.000    3.8100              0.112286   0.115053   0.116604   0.119479  0.121089     42.03    43.64
Barclays Bank PLC        06740PMQ6 09/16/10 09/16/25    100.000    VARIES    4.4379              0.112639   0.110081   0.107465   0.106990  0.106504     39.55    38.50
Barclays Bank PLC        06740PMT0 08/26/10 08/26/20    100.000    VARIES    4.3098              0.124192   0.124972   0.125769   0.126583  0.127414     45.05    45.63
Barclays Bank PLC        06740PNB8 09/30/10 09/30/13    100.000     0.000    1.6198              0.046471   0.046848                                     12.57         
Barclays Bank PLC        06740PQH2 09/30/10 09/29/17    100.000     0.000    3.3900              0.100708   0.102415   0.104151   0.105916  0.107711     36.88    38.14
Barclays Bank PLC        06740PSZ0 10/13/10 10/13/17    100.000     0.750    3.3000              0.096460   0.097708   0.098976   0.100265  0.101576     35.15    36.07
Barclays Bank PLC        06740PV29 12/30/10 12/30/30    100.000    VARIES    5.2624              0.134221   0.131653   0.129017   0.126312  0.123535     47.85    45.95
Barclays Bank PLC        06740PVH6 10/20/10 10/20/25    100.000    VARIES    4.6202              0.126587   0.126942   0.127306   0.127677  0.128057     45.69    45.95
Barclays Bank PLC        06740PVZ6 09/30/10 09/30/25    100.000    VARIES    4.7398              0.119763   0.116539   0.113239   0.111780  0.110286     41.94    40.23
Barclays Bank PLC        06740PX43 12/17/10 12/19/18    100.000     0.000    4.6599              0.141973   0.145281   0.148666   0.152130  0.155674     51.79    54.23
Barclays Bank PLC        06740PX50 12/17/10 12/19/18    100.000     0.000    4.6599              0.141973   0.145281   0.148666   0.152130  0.155674     51.79    54.23
Barclays Bank PLC        06740PYE0 12/30/10 12/30/30    100.000    VARIES    5.6002              0.137343   0.133109   0.128756   0.124281  0.119681     48.67    45.54
Barclays Bank PLC        06740PYG5 01/14/11 01/14/21    100.000    VARIES    4.9824              0.138598   0.140260   0.141308   0.142382  0.142944     50.65    51.34
Barclays Bank PLC        06740PYH3 12/27/10 12/24/15    100.000     0.700    3.3717              0.098769   0.100106   0.101466   0.102849  0.104255     35.82    36.80
Barclays Bank PLC        06740PZ33 01/27/11 01/27/31    100.000    VARIES    5.5228              0.142992   0.141038   0.139030   0.136967  0.134846     50.52    49.04
Barclays Bank PLC        06741JBW8 02/28/11 02/28/31    100.000    VARIES    5.4603              0.147839   0.144391   0.145701   0.142231  0.143445     53.06    52.26
Barclays Bank PLC        06741L427 03/02/12 03/05/18    100.000     0.000    3.1999              0.090334   0.091779   0.093248   0.094740  0.096256     33.12    34.19
Barclays Bank PLC        06741RGQ8 04/18/13 04/18/30    100.000    VARIES    3.0512                         0.084757   0.085203   0.085655  0.086114     21.48    30.82
Barclays Bank PLC        06741TAA5 06/18/12 12/18/15    100.000    VARIES    1.7715              0.049049   0.048886   0.048950   0.049014  0.049079     17.63    17.64
Barclays Bank PLC        06741TAR8 06/08/12 06/10/14    100.000     0.000    1.8997              0.053279   0.053785   0.054296                          19.29     8.63
Barclays Bank PLC        06741TBE6 06/20/12 06/19/14    100.000     0.000    1.8697              0.052421   0.052912   0.053406                          18.97     8.97
Barclays Bank PLC        06741TBL0 06/28/12 12/31/14    100.000     0.000    2.0499              0.057533   0.058123   0.058719   0.059321               20.82    21.19
Barclays Bank PLC        06741TBN6 06/28/12 06/30/14    100.000     0.000    1.8702              0.052442   0.052932   0.053427                          18.97     9.56
Barclays Bank PLC        06741TBX4 06/29/12 07/02/14    100.000     0.000    1.8700              0.051953   0.052439   0.052929   0.053424               18.97     9.67
Barclays Bank PLC        06741TCJ4 07/11/12 07/11/16    100.000     0.000    2.4399              0.067777   0.068604   0.069441   0.070288  0.071146     24.83    25.44
Barclays Bank PLC        06741TCR6 07/31/12 07/31/15    100.000    VARIES    2.0319              0.056443   0.056452   0.056461   0.056535  0.056609     20.32    20.36
Barclays Bank PLC        06741TDV6 08/08/12 08/07/14    100.000     0.000    1.6698              0.046385   0.046770   0.047160   0.047554               16.88    10.26
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06741TEH6 08/20/12 08/22/17    100.000     0.000    2.7099              0.075289   0.076309   0.077343   0.078391  0.079453     27.55    28.30
Barclays Bank PLC        06741TGD3 09/20/12 09/20/19    100.000     0.000    2.6499              0.073610   0.074585   0.075573   0.076574  0.077589     26.87    27.59
Barclays Bank PLC        06741TRR0 04/09/13 04/09/28    100.000    VARIES    3.5337                         0.098161   0.094999   0.091781  0.088507     25.46    33.09
Barclays Bank PLC        06741TRW9 04/30/13 04/30/20    100.000     0.000    2.1700                         0.060278   0.060932   0.061593  0.062261     14.57    22.14
Barclays Bank PLC        06741TSE8 04/19/13 04/19/33    100.000    VARIES    3.7861                         0.105170   0.100736   0.096219  0.091616     26.18    34.80
Barclays Bank PLC        06741TTR8 05/01/13 05/14/14*   100.000     0.000    N/A                                                                              *        
Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16*    95.172     9.875   10.8760    19.52     0.017809   0.019089                                      3.70*        
Bear Stearns Co., Inc.   073928G23 08/31/04 07/01/19     51.530     1.000    N/A      221.86     0.093702   0.096499   0.099379   0.102344  0.105399     34.41    36.49
Bear Stearns Co., Inc.   073928WN9 02/27/02 08/15/13     49.000     0.000    6.3184   472.11     0.161342   0.169198                                     37.89         
BellSouth Telecomm       079867AS6 12/13/95 12/15/95     25.235    VARIES    6.8500              0.150947   0.156117   0.161464   0.166995  0.172714     55.44    59.30
Berry Petroleum Company  085789AD7 05/27/09 06/01/14     93.546    10.250   12.0008    42.36     0.040835   0.043285   0.045882                          15.29     6.88
Bexar Cnty Hsg Fin Corp  08837EAB7 09/28/05 04/01/22     39.225     0.000    5.7500   199.73     0.093214   0.095894   0.098651   0.101487  0.104405     34.53    36.54
Bloomington, IL          094491RU3 11/12/13 12/01/14    100.524     0.000    0.4989                         0.013932   0.013936   0.013971                 .68     4.61
Boston, MA               100853GH7 11/04/09 09/15/24     89.556     6.050    7.2062    14.05     0.013734   0.014229   0.014742   0.015273  0.015823      5.14     5.52
Bumble Bee Holdco S.C.A. 12046QAA1 03/10/11 03/15/18     98.138     9.625    N/A                 0.273463   0.273768   0.274088   0.274424  0.274778     98.57    98.81
Bumble Bee Holdco S.C.A. 12046QAB9 03/10/11 03/15/18     98.138     9.625    N/A                 0.273463   0.273768   0.274088   0.274424  0.274778     98.57    98.81
Bumble Bee Holdco S.S.A. 12046QAC7 03/10/11 03/15/18     98.138     9.625   10.0006              0.273463   0.273768   0.274088   0.274424  0.274778     98.57    98.81
Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15    106.570    VARIES    4.3645              0.125913   0.125176   0.124422   0.123651  0.122864     45.15    44.61
Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16    106.150    VARIES    4.6174              0.133513   0.132908   0.132289   0.131655  0.131007     47.92    47.47
Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17    105.324    VARIES    4.8691              0.140486   0.140018   0.139538   0.139047  0.138543     50.46    50.12
Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18    105.836    VARIES    5.1194              0.148607   0.148145   0.147671   0.147185  0.146686     53.39    53.04
Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19    106.299    VARIES    5.3692              0.156728   0.156275   0.155810   0.155332  0.154841     56.31    55.98
Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20    104.349    VARIES    5.6693              0.163298   0.163005   0.162705   0.162396  0.162078     58.72    58.50
Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21    104.162    VARIES    5.9680              0.171852   0.171592   0.171325   0.171049  0.170766     61.80    61.61
Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22    104.788    VARIES    6.1675              0.178687   0.178415   0.178135   0.177847  0.177549     64.26    64.06
Bureau County SD #175,IL 121088AK4 09/15/10 12/01/13    106.280    VARIES    2.8304              0.080179   0.079407                                     26.32         
Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14    106.822    VARIES    3.2818              0.094170   0.093436   0.092690   0.091932               33.72    30.45
Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15    108.915    VARIES    3.6318              0.106196   0.105350   0.104489   0.103612  0.102719     38.03    37.40
Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16    107.815    VARIES    4.0822              0.119275   0.118591   0.117893   0.117181  0.116454     42.77    42.27
Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17    106.920    VARIES    4.4822              0.130679   0.130122   0.129552   0.128969  0.128373     46.91    46.50
Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18    106.252    VARIES    4.8319              0.140574   0.140111   0.139638   0.139152  0.138655     50.50    50.15
Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19    107.871    VARIES    5.0816              0.149947   0.149417   0.148872   0.148314  0.147742     53.85    53.46
Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20    108.435    VARIES    5.2817              0.156835   0.156318   0.155788   0.155244  0.154686     56.34    55.95
Bureau County SD #502,IL 121133CK6 10/10/13 12/01/23    100.125    VARIES    4.9873                         0.138711   0.139691   0.143175  0.138664     11.27    50.89
Bureau County SD #205,IL 121133CL4 10/10/13 12/01/29    100.148    VARIES    5.8866                         0.163760   0.165126   0.169986  0.163734     13.31    60.28
Bureau CNTYS SD #340, IL 121158BL2 08/14/12 12/01/14    102.681    VARIES    1.8371              0.052685   0.053169   0.051616   0.051325               19.02    16.98
Bureau CNTYS SD #340, IL 121158BM0 08/14/12 12/01/15    103.922    VARIES    2.0391              0.059220   0.059824   0.057980   0.057650  0.057318     21.39    20.79
Bureau CNTYS SD #340, IL 121158BN8 08/14/12 12/01/16    106.028    VARIES    2.3387              0.069359   0.070170   0.067699   0.067257  0.066809     25.07    24.27
Bureau CNTYS SD #340, IL 121158BP3 08/14/12 12/01/17    106.030    VARIES    2.6392              0.078345   0.079378   0.076662   0.076263  0.075858     28.34    27.50
Bureau CNTYS SD #340, IL 121158BQ1 08/14/12 12/01/18    105.273    VARIES    2.9397              0.086715   0.087990   0.085092   0.084770  0.084444     31.40    30.56
CBIZ, Inc.               124805AA0 05/30/06 06/01/26    100.000    VARIES    8.9994              0.374767   0.387315   0.400339   0.413950  0.428173    137.94   147.41
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
CBIZ, Inc.               124805AB8 05/30/06 06/01/26    100.000    VARIES    8.9994              0.374767   0.387315   0.400339   0.413950  0.428173    137.94   147.41
Caesars Entertainment    127693AC3 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Caesars Entertainment    127693AF6 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Caesars Entertainment    127693AG4 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Caesars Entertainment    127693AH2 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15*   100.000     9.500    N/A                 0.264348   0.263065                                     39.06*        
Cardinal Health 409, Inc 14150BAC8 04/10/07 04/15/15*   100.000     9.500    N/A                 0.264348   0.263065                                     39.06*        
Carol Stream, IL         143735LM8 07/15/08 10/01/27     93.383     5.750    6.3510     9.17     0.006536   0.006744   0.006958   0.007179  0.007407      2.43     2.58
Carol Stream, IL         143735TM0 12/30/11 11/01/13    100.000     0.000    2.4994              0.070887   0.071773                                     21.43         
Carol Stream, IL         143735TN8 12/30/11 11/01/14    100.000     0.000    2.8494              0.081049   0.082204   0.083375   0.084563               29.53    25.23
Carol Stream, IL         143735TP3 12/30/11 11/01/15    100.000     0.000    3.3492              0.095658   0.097259   0.098888   0.100544  0.102228     34.92    36.10
Carol Stream, IL         143735TQ1 12/30/11 11/01/16    100.000     0.000    3.6494              0.104490   0.106396   0.108338   0.110315  0.112328     38.19    39.60
Carol Stream, IL         143735TR9 12/30/11 11/01/17    100.000     0.000    4.0492              0.116318   0.118673   0.121076   0.123527  0.126028     42.58    44.33
Carol Stream, IL         143735TS7 12/30/11 11/01/18    100.000     0.000    4.4492              0.128229   0.131082   0.133998   0.136979  0.140026     47.02    49.14
Carol Stream, IL         143735TT5 12/30/11 11/01/19    100.000     0.000    4.8492              0.140216   0.143616   0.147098   0.150665  0.154318     51.50    54.03
Carol Stream, IL         143735TU2 12/30/11 11/01/20    100.000     0.000    5.1992              0.150766   0.154686   0.158707   0.162833  0.167066     55.46    58.38
Carol Stream, IL         143735TV0 12/30/11 11/01/21    100.000     0.000    5.3992              0.156824   0.161057   0.165405   0.169871  0.174457     57.73    60.89
Carol Stream, IL         143735TW8 12/30/11 11/01/22    100.000     0.000    5.5992              0.162900   0.167460   0.172149   0.176968  0.181923     60.02    63.43
Carol Stream, IL         143735TX6 12/30/11 11/01/23    100.000     0.000    5.7993              0.168995   0.173895   0.178938   0.184126  0.189465     62.32    65.98
Carol Stream, IL         143735TY4 12/30/11 11/01/24    100.000     0.000    6.0492              0.176637   0.181979   0.187483   0.193154  0.198996     65.20    69.21
Carol Stream, IL         143735TZ1 12/30/11 11/01/25    100.000     0.000    6.1993              0.181242   0.186860   0.192653   0.198624  0.204781     66.94    71.16
Carol Stream, IL         143735UA4 12/30/11 11/01/26    100.000     0.000    6.3492              0.185852   0.191752   0.197839   0.204120  0.210600     68.69    73.12
Carol Stream, IL         143735UB2 12/30/11 11/01/27    100.000     0.000    6.4493              0.188934   0.195026   0.201315   0.207807  0.214508     69.86    74.43
Carol Stream, IL         143735UC0 12/30/11 11/01/28    100.000     0.000    6.5994              0.193567   0.199954   0.206552   0.213368  0.220408     71.61    76.42
Carol Stream, IL         143735UD8 12/30/11 11/01/29    100.000     0.000    6.6993              0.196658   0.203245   0.210054   0.217090  0.224362     72.79    77.74
Carol Stream, IL         143735UE6 12/30/11 11/01/30    100.000     0.000    6.7994              0.199759   0.206550   0.213573   0.220834  0.228341     73.96    79.08
Carol Stream, IL         143735UF3 12/30/11 11/01/31    100.000     0.000    6.8495              0.201311   0.208206   0.215336   0.222711  0.230338     74.55    79.75
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29    100.000    VARIES    9.9395              0.810945   0.848060   0.887019   0.927914  0.970841    306.68   335.57
Century Alumium Company  156431AJ7 12/10/09 05/15/14*    97.000     8.000    8.8326    19.47     0.020318   0.021215                                      3.78*        
Champaign & Piatt CNTYS  158087RN8 09/12/13 10/01/19    100.000    VARIES    3.7423                         0.103955   0.104160   0.106109  0.103991     11.35    37.83
Chesapeake Energy Corp.  165167BZ9 05/15/07 05/15/37    100.000    VARIES    6.7505              0.239555   0.245297   0.251233   0.257369  0.263712     87.81    92.12
Chesapeake Energy Corp.  165167CA3 08/14/07 05/15/37     97.625    VARIES    8.0008              0.292240   0.301153   0.310423   0.320063  0.330089    107.65   114.39
Chesapeake Energy Corp.  165167CB1 05/27/08 12/15/38    100.000    VARIES    8.0007              0.290782   0.299915   0.309412   0.319289  0.329562    106.62   113.49
Chesapeake Energy Corp.  165167CD7 02/02/09 02/15/15     97.750     9.500   10.0055    13.05     0.011001   0.011551   0.012129   0.012736  0.013373      4.21     4.64
Christian & Sangamon CNT 170592BB4 03/28/13 12/01/15    108.829    VARIES    1.7168              0.051902   0.052058   0.052505   0.052956  0.049237     14.22    18.88
Christian & Sangamon CNT 170592BC2 03/28/13 12/01/16    110.501    VARIES    1.9725              0.060547   0.060756   0.061356   0.061961  0.057897     16.59    22.09
Christian & Sangamon CNT 170592BD0 03/28/13 12/01/17    111.388    VARIES    2.2261              0.068879   0.069148   0.069917   0.070696  0.066342     18.88    25.20
Christian & Sangamon CNT 170592BE8 03/28/13 12/01/18    110.855    VARIES    2.4787              0.076329   0.076660   0.077610   0.078572  0.074123     20.94    28.01
Christian & Sangamon CNT 170592BF5 03/28/13 12/01/19    110.619    VARIES    2.7793              0.085401   0.085817   0.087009   0.088218  0.083365     23.44    31.43
Christian & Sangamon CNT 170592BG3 03/28/13 12/01/20    109.831    VARIES    3.0795              0.093953   0.094459   0.095914   0.097390  0.092153     25.80    34.68
Christian & Sangamon CNT 170592BH1 03/28/13 12/01/21    107.041    VARIES    3.3308              0.099039   0.099616   0.101275   0.102962  0.097795     27.21    36.66
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Christian & Sangamon CNT 170592BJ7 03/28/13 12/01/22     99.442    VARIES    3.5341              0.097623   0.098227   0.099963   0.101729  0.097599     26.83    36.23
Christian & Sangamon CNT 170592BK4 03/28/13 12/01/23     99.390    VARIES    3.6840              0.101711   0.102367   0.104252   0.106173  0.101681     27.96    37.80
Citigroup Global Markets 17307EBE2 07/01/04 09/07/16     51.400     0.000    5.5371   303.83     0.123624   0.127047   0.130564   0.134179  0.137894     45.91    48.49
Citigroup Funding, Inc.  17308CMW3 02/26/09 02/26/14    100.000     1.500    7.7625              0.268762   0.277576   0.286733                         100.59    15.77
Citigroup Funding, Inc.  17308CMX1 04/28/09 04/28/14    100.000    VARIES    7.9615              0.279436   0.287242   0.298677                         103.21    34.95
Citigroup Funding, Inc.  17308CMY9 06/29/09 06/29/14    100.000    VARIES    6.6887              0.187477   0.186936   0.186376                          67.39    33.17
Citigroup Funding, Inc.  17308CMZ6 08/28/09 08/28/14    100.000     1.500    5.6150              0.176631   0.180420   0.184315   0.188320               65.21    44.40
Citigroup Funding, Inc.  17308CNM4 02/12/10 02/12/20    100.000    VARIES    4.5259              0.116266   0.115573   0.115476   0.115377  0.115679     41.62    41.58
Citigroup Funding, Inc.  17308CPA8 04/29/10 04/29/25*   100.000    VARIES    5.9021              0.146133                                                17.24*        
Citigroup Funding, Inc.  17308CPC4 05/07/10 05/07/20*   100.000    VARIES    5.0486              0.130967                                                16.50*        
Citigroup Funding, Inc.  17308CPQ3 05/24/10 05/24/16    100.000     0.000    4.5502              0.141445   0.144663   0.147955   0.151321  0.154763     51.74    54.12
Citigroup Funding, Inc.  17308CPT7 06/30/10 06/30/25*   100.000    VARIES    5.8893              0.151481                                                27.12*        
Citigroup Funding, Inc.  17308CQH2 09/28/10 09/28/15    100.000    VARIES    2.0287              0.012779   0.012908   0.013039   0.013171  0.013305      4.65     4.74
Citigroup Funding, Inc.  17308CRW8 06/29/11 12/21/16    100.000     0.500    3.5733              0.103848   0.105456   0.107092   0.108757  0.110452     37.71    38.89
Citigroup Funding, Inc.  1730T0A58 10/22/13 10/22/33    100.000    VARIES    4.6764                                    0.129902   0.126445  0.122906      8.96    45.66
Citigroup Funding, Inc.  1730T0A82 11/15/13 11/15/28    100.000    VARIES    4.5367                                    0.126021   0.122709  0.119322      5.80    44.46
Citigroup Funding, Inc.  1730T0A90 10/30/13 10/30/33    100.000    VARIES    4.6216                                    0.128378   0.124941  0.121425      7.83    45.17
Citigroup Funding, Inc.  1730T0AK5 05/15/06 05/15/36     11.570     0.000    7.3199    70.65     0.037539   0.038913   0.040337   0.041814  0.043344     13.89    14.93
Citigroup Funding, Inc.  1730T0B99 11/14/13 11/14/23    100.000    VARIES    4.0135                                    0.111488   0.109266  0.106999      5.24    39.52
Citigroup Funding, Inc.  1730T0BT5 02/14/07 02/14/37    100.000    VARIES    5.8403              0.156362   0.156417   0.156474   0.156533  0.156593     56.32    56.36
Citigroup Funding, Inc.  1730T0C23 11/12/13 11/12/33    100.000    VARIES    4.7620                                    0.132280   0.129477  0.126607      6.48    46.84
Citigroup Funding, Inc.  1730T0EX3 01/30/08 01/30/13    100.000     2.000    4.5340              0.141680                                                 4.11         
Citigroup Funding, Inc.  1730T0FG9 02/08/08 02/09/15    100.000     0.250    4.4200              0.147983   0.151100   0.154286   0.157543  0.160871     54.73    57.06
Citigroup Funding, Inc.  1730T0FT1 05/28/08 05/28/13    100.000    VARIES    5.2999              0.186295                                                27.39         
Citigroup Funding, Inc.  1730T0GD5 07/30/08 07/30/13    100.000     4.000    5.6733              0.169252   0.170901                                     35.67         
Citigroup Funding, Inc.  1730T0GK9 08/29/08 08/29/13    100.000    VARIES    5.6500              0.166009   0.171637                                     40.87         
Citigroup Funding, Inc.  1730T0GQ6 10/30/08 10/30/13    100.000     0.000    8.1000              0.309117   0.321636                                     94.68         
Citigroup Funding, Inc.  1730T0GY9 04/28/09 04/28/24    100.000    VARIES    8.1831              0.200829   0.196402   0.197296   0.198227  0.199195     71.28    71.31
Citigroup Funding, Inc.  1730T0GZ6 05/28/09 05/28/24*   100.000    VARIES    8.3422              0.202680                                                29.79*        
Citigroup Funding, Inc.  1730T0HA0 06/26/09 06/26/24*   100.000    VARIES    8.1209              0.190963                                                33.42*        
Citigroup Funding, Inc.  1730T0HG7 08/27/09 08/27/24*   100.000    VARIES    6.9432              0.167261   0.162460                                     38.61*        
Citigroup Funding, Inc.  1730T0HL6 04/29/10 04/29/25*   100.000    VARIES    5.9253              0.146803                                                17.32*        
Citigroup Funding, Inc.  1730T0HN2 04/29/10 04/29/30    100.000    VARIES    5.9941              0.143762   0.141102   0.140722   0.140330  0.139927     51.09    50.54
Citigroup Funding, Inc.  1730T0HQ5 10/29/09 10/29/24*   100.000    VARIES    5.8766              0.149920                                                 4.20*        
Citigroup Funding, Inc.  1730T0HY8 04/16/10 04/16/15    100.000    VARIES    1.3863              0.010260   0.010331   0.010403   0.010475  0.010548      3.72     3.77
Citigroup Funding, Inc.  1730T0JB6 05/28/10 05/28/25*   100.000    VARIES    5.1185              0.131808                                                19.38*        
Citigroup Funding, Inc.  1730T0JC4 05/14/10 05/14/15    100.000    VARIES    1.6896              0.014319   0.014440   0.014562   0.014685  0.014809      5.19     5.28
Citigroup Funding, Inc.  1730T0JF7 06/29/10 06/29/22    100.000    VARIES    5.2411              0.135318   0.134177   0.134477   0.134784  0.135100     48.51    48.47
Citigroup Funding, Inc.  1730T0JG5 06/11/10 06/11/13    100.000    VARIES    2.1871              0.017782                                                 2.85         
Citigroup Funding, Inc.  1730T0JH3 06/24/10 06/24/20    100.000    VARIES    5.3515              0.151025   0.151693   0.151837   0.151984  0.151909     54.50    54.69
Citigroup Funding, Inc.  1730T0KE8 09/09/10 09/09/20    100.000    VARIES    4.7845              0.138141   0.139529   0.140594   0.141685  0.142042     50.26    50.97
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0KF5 09/14/10 09/14/15    100.000    VARIES    2.0255              0.019182   0.019376   0.019573   0.019771  0.019971      6.98     7.12
Citigroup Funding, Inc.  1730T0KG3 09/14/10 09/14/17    100.000    VARIES    2.5063              0.017519   0.017739   0.017961   0.018186  0.018414      6.39     6.56
Citigroup Funding, Inc.  1730T0KH1 09/23/10 09/23/17    100.000    VARIES    2.6179              0.018976   0.019224   0.019476   0.019731  0.019989      6.93     7.11
Citigroup Funding, Inc.  1730T0KK4 10/13/10 10/13/15    100.000    VARIES    2.0006              0.018543   0.018728   0.018915   0.019105  0.019296      6.74     6.87
Citigroup Funding, Inc.  1730T0KR9 10/29/10 10/29/15    100.000    VARIES    1.9200              0.016579   0.016738   0.016899   0.017061  0.017225      6.02     6.13
Citigroup Funding, Inc.  1730T0KT5 11/04/10 11/04/20    100.000    VARIES    2.4350              0.020487   0.020736   0.020989   0.021244  0.021503      7.45     7.63
Citigroup Funding, Inc.  1730T0KU2 11/04/10 11/04/20    100.000    VARIES    2.5364              0.022625   0.022912   0.023203   0.023497  0.023795      8.23     8.44
Citigroup Funding, Inc.  1730T0KV0 11/19/10 11/19/30    100.000    VARIES    5.1245              0.127926   0.128175   0.128430   0.128691  0.128959     46.12    46.30
Citigroup Funding, Inc.  1730T0KW8 11/30/10 11/28/16    100.000     0.000    3.8990              0.116977   0.119257   0.121582   0.123952  0.126369     42.67    44.35
Citigroup Funding, Inc.  1730T0KX6 11/23/10 11/23/16    100.000    VARIES    1.4929              0.018557   0.018695   0.018835   0.018975  0.019117      6.72     6.82
Citigroup Funding, Inc.  1730T0KY4 11/19/10 11/19/20    100.000    VARIES    4.7108              0.130541   0.130928   0.131325   0.131416  0.131509     47.10    47.30
Citigroup Funding, Inc.  1730T0KZ1 11/09/10 11/09/30    100.000    VARIES    5.5698              0.135587   0.132967   0.130274   0.127505  0.124660     48.06    46.11
Citigroup Funding, Inc.  1730T0LA5 11/15/10 11/15/15    100.000    VARIES    1.7358              0.009280   0.009360   0.009442   0.009524  0.009606      3.36     3.42
Citigroup Funding, Inc.  1730T0LB3 11/15/10 11/15/20    100.000    VARIES    2.2798              0.017236   0.017433   0.017632   0.017833  0.018036      6.26     6.40
Citigroup Funding, Inc.  1730T0LT4 03/14/11 03/18/13    100.000     0.000    1.5300              0.043493                                                 3.35         
Citigroup Funding, Inc.  1730T0LU1 03/30/11 09/21/16    100.000     0.500    3.9296              0.114788   0.116770   0.118792   0.120853  0.122955     42.08    43.55
Citigroup Funding, Inc.  1730T0MA4 04/01/11 04/01/21    100.000    VARIES    5.0031              0.138821   0.138767   0.138778   0.138789  0.138800     49.96    49.96
Citigroup Funding, Inc.  1730T0MB2 04/28/11 10/26/16    100.000     0.500    3.6902              0.107485   0.109212   0.110971   0.112762  0.114587     39.23    40.51
Citigroup Funding, Inc.  1730T0ME6 04/26/11 04/26/21    100.000    VARIES    1.9784              0.017292   0.016575   0.016739   0.016905  0.017072      6.06     6.08
Citigroup Funding, Inc.  1730T0MQ9 06/29/11 06/27/18    100.000     0.000    3.9199              0.115392   0.117654   0.119960   0.122311  0.124708     41.97    43.63
Citigroup Funding, Inc.  1730T0MR7 06/20/11 06/20/21    100.000    VARIES    4.6545              0.128862   0.128883   0.128905   0.128927  0.128949     46.39    46.41
Citigroup Funding, Inc.  1730T0MU0 07/28/11 01/25/17    100.000     0.500    3.3819              0.096651   0.098051   0.099474   0.100921  0.102393     35.49    36.53
Citigroup Funding, Inc.  1730T0NB1 08/10/11 08/08/13    100.000     0.000    1.7601              0.049752   0.050190                                     10.88         
Citigroup Funding, Inc.  1730T0ND7 08/05/11 08/05/21    100.000    VARIES    3.3224              0.092589   0.092743   0.092899   0.092597               33.41    19.83
Citigroup Funding, Inc.  1730T0NH8 08/30/11 02/24/17    100.000     0.500    3.8048              0.109159   0.110971   0.112818   0.114700  0.116618     40.09    41.44
Citigroup Funding, Inc.  1730T0NK1 08/26/11 08/26/16    100.000    VARIES    1.7275              0.010775   0.010868   0.010962   0.011057  0.011152      3.92     3.99
Citigroup Funding, Inc.  1730T0NM7 08/31/11 08/31/21    100.000    VARIES    2.3031              0.017513   0.016437   0.015897   0.015818  0.016265      6.00     5.83
Citigroup Funding, Inc.  1730T0NN5 09/07/11 09/07/18    100.000    VARIES    2.5979              0.019874   0.019230   0.018578   0.018819  0.019064      6.89     6.79
Citigroup Funding, Inc.  1730T0NQ8 09/29/11 09/29/26    100.000    VARIES    6.2445              0.170807   0.169419   0.167987   0.166685  0.165343     60.98    60.00
Citigroup Funding, Inc.  1730T0NS4 09/29/11 09/27/17    100.000     0.500    4.1394              0.119190   0.121369   0.123594   0.125864  0.128182     43.71    45.33
Citigroup Funding, Inc.  1730T0PD5 10/28/11 10/27/17    100.000     0.500    3.9008              0.112067   0.113982   0.115934   0.117925  0.119954     40.94    42.35
Citigroup Funding, Inc.  1730T0PS2 11/10/11 11/10/14    100.000    VARIES    2.9384              0.013036   0.013228   0.013422   0.013619                4.75     4.18
Citigroup Funding, Inc.  1730T0QC6 11/28/11 11/28/17    100.000     0.500    4.2510              0.122561   0.124871   0.127230   0.129639  0.132099     44.69    46.40
Citigroup Funding, Inc.  1730T0QM4 12/05/11 12/05/16    100.000    VARIES    2.9298              0.080926   0.080691   0.080454   0.080603  0.080755     29.08    29.00
Citigroup Funding, Inc.  1730T0QN2 12/21/11 12/19/13    100.000     0.000    3.7402              0.107796   0.109812                                     37.88         
Citigroup Funding, Inc.  1730T0QQ5 12/22/11 12/24/13    100.000     1.500    3.7373              0.106172   0.107377                                     37.70         
Citigroup Funding, Inc.  1730T0RJ0 02/28/13 02/28/33    100.000    VARIES    4.1678                         0.113256   0.114616   0.112229  0.113551     34.94    41.26
Citigroup Funding, Inc.  1730T0RM3 02/22/13 02/22/33    100.000    VARIES    4.2776                         0.118824   0.118280   0.117724  0.117156     36.65    42.34
Citigroup Funding, Inc.  1730T0RN1 02/27/13 02/27/28    100.000    VARIES    3.2574                         0.090484   0.088338   0.086157  0.084258     27.24    30.90
Citigroup Funding, Inc.  1730T0SE0 03/27/13 03/27/18    100.000    VARIES    0.8304                         0.008291   0.008156   0.008021  0.008054      2.26     2.90
Citigroup Funding, Inc.  1730T0SH3 03/28/13 04/01/14    100.000     0.000    0.5947              0.016520   0.016521   0.016570                           4.51     1.49
Citigroup Funding, Inc.  1730T0SM2 04/29/13 04/29/33    100.000    VARIES    3.4969                         0.097138   0.093979   0.090766  0.089261     23.31    32.96
Citigroup Funding, Inc.  1730T0SX8 04/22/13 04/22/23    100.000    VARIES    1.4141                         0.008000   0.007701   0.007400  0.007097      1.97     2.68
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0TE9 05/30/13 05/30/33    100.000    VARIES    4.1969                         0.116582   0.116008   0.115421  0.114822     24.58    41.62
Citigroup Funding, Inc.  1730T0TH2 05/30/13 05/30/33    100.000    VARIES    4.1915                         0.116432   0.114069   0.111657  0.109603     24.49    40.49
Citigroup Funding, Inc.  1730T0TK5 05/30/13 05/30/33    100.000    VARIES    4.1925                         0.116460   0.112787   0.109037  0.106463     24.46    39.73
Citigroup Funding, Inc.  1730T0TN9 06/28/13 06/28/33    100.000    VARIES    4.5765                         0.127127   0.123680   0.120154  0.117971     23.25    43.87
Citigroup Funding, Inc.  1730T0TQ2 06/11/13 06/11/33    100.000    VARIES    4.2944                         0.119291   0.116410   0.113467  0.111551     23.80    41.28
Citigroup Funding, Inc.  1730T0TT6 06/28/13 06/28/33    100.000    VARIES    4.5397                         0.126105   0.122690   0.119197  0.115625     23.07    43.52
Citigroup Funding, Inc.  1730T0TZ2 06/27/13 06/27/33    100.000    VARIES    4.6404                         0.128903   0.126128   0.123288  0.120383     23.71    44.87
Citigroup Funding, Inc.  1730T0UB3 07/09/13 07/09/33    100.000    VARIES    4.7564                                    0.132125   0.128661  0.125115     22.73    45.74
Citigroup Funding, Inc.  1730T0UG2 07/09/13 07/09/28    100.000    VARIES    4.4998                                    0.124996   0.122099  0.119136     21.50    43.47
Citigroup Funding, Inc.  1730T0UK3 07/30/13 07/30/33    100.000    VARIES    4.8332                                    0.134258   0.131360  0.128392     20.27    46.93
Citigroup Funding, Inc.  1730T0UP2 08/28/13 08/28/18    100.000    VARIES    0.9242                                    0.011453   0.011246  0.011038      1.41     4.03
Citigroup Funding, Inc.  1730T0VC0 09/27/13 09/27/20    100.000    VARIES    3.3025                                    0.091737   0.091876  0.092017      8.62    33.08
Citigroup Funding, Inc.  1730T0VD8 09/18/13 09/18/33    100.000    VARIES    5.1092                                    0.141925   0.138454  0.134895     14.62    49.74
Citigroup Funding, Inc.  1730T0VK2 10/08/13 10/08/23    100.000    VARIES    3.9666                                    0.110185   0.108101  0.105975      9.15    38.94
Citigroup Funding, Inc.  1730T0VR7 01/23/12 01/23/16    100.000    VARIES    3.3341              0.020471   0.019449   0.019773   0.020102  0.020437      7.08     7.28
Citigroup Funding, Inc.  1730T0VU0 02/01/12 02/01/15    100.000    VARIES    2.5688              0.020746   0.020214   0.020473   0.020736  0.021003      7.33     7.50
Citigroup Funding, Inc.  1730T0WA3 02/28/12 08/27/15    100.000     0.000    2.6600              0.074868   0.075863   0.076872   0.077895  0.078931     27.38    28.11
Citigroup Funding, Inc.  1730T0WC9 02/15/12 02/14/16    100.000    VARIES    2.0055              0.009429   0.009145   0.009236   0.009330  0.009517      3.32     3.37
Citigroup Funding, Inc.  1730T0WF2 02/24/12 02/24/20    100.000    VARIES    2.8625              0.009871   0.009471   0.009066   0.008655  0.008779      3.38     3.15
Citigroup Funding, Inc.  1730T0WK1 03/29/12 03/30/16    100.000     1.000    2.5858              0.072403   0.072980   0.073564   0.074156  0.074756     26.27    26.70
Citigroup Funding, Inc.  1730T0WN5 03/16/12 03/16/15    100.000    VARIES    1.3116              0.009260   0.009139   0.009198   0.009259  0.009320      3.31     3.34
Citigroup Funding, Inc.  1730T0WR6 03/30/12 03/30/22    100.000    VARIES    3.8302              0.105774   0.105140   0.105518   0.105904  0.106242     37.94    38.12
Citigroup Funding, Inc.  1730T0WU9 04/02/12 04/02/16    100.000    VARIES    1.4378              0.009907   0.009694   0.009763   0.009834  0.009904      3.52     3.54
Citigroup Funding, Inc.  1730T0XG9 05/30/12 06/07/18    100.000     0.500    3.6727              0.103705   0.105354   0.107034   0.108744  0.110486     37.71    38.92
Citigroup Funding, Inc.  1730T0XP9 06/05/12 06/05/15    100.000    VARIES    1.3507              0.007778   0.007673   0.007725   0.007777  0.007830      2.78     2.79
Citigroup Funding, Inc.  1730T0XW4 06/20/12 06/20/15    100.000    VARIES    1.7222              0.006945   0.006826   0.006885   0.006944  0.007004      2.48     2.49
Citigroup Funding, Inc.  1730T0XX2 08/06/12 08/04/16    100.000     0.000    2.5430              0.070639   0.071527   0.072437   0.073358  0.074291     25.85    26.52
Citigroup Funding, Inc.  1730T0YD5 08/30/12 03/02/18    100.000     0.750    2.7849              0.077368   0.078155   0.078953   0.079763  0.080583     28.18    28.76
Citigroup Funding, Inc.  1730T0ZJ1 11/27/12 11/27/22    100.000    VARIES    1.5728              0.017579   0.017068   0.016552   0.016032  0.015509      6.20     5.83
Citigroup Funding, Inc.  1730T0ZV4 12/20/12 12/20/32    100.000    VARIES    4.2025              0.116737   0.116030   0.115309   0.114572  0.113820     41.88    41.36
Citigroup Funding, Inc.  17311GBD3 10/10/07 10/10/14    100.000     0.000    5.1599              0.184915   0.189686   0.194580   0.199600               68.21    55.19
Citigroup Funding, Inc.  17313G746 04/29/08 05/07/13    100.000     0.000    5.5901              0.199254                                                25.11         
Citigroup Funding, Inc.  17314V346 05/27/10 05/26/16    100.000     0.000    4.4491              0.137942   0.141011   0.144148   0.147354  0.150632     50.43    52.70
Citigroup Funding, Inc.  17314V569 03/30/10 09/28/15    100.000     0.000    4.6162              0.143692   0.147008   0.150401   0.153873  0.157424     52.95    55.42
Citigroup Funding, Inc.  17314V585 02/17/10 02/14/14    100.000     0.000    3.4655              0.104869   0.106686   0.108535                          38.58     4.67
Citigroup Funding, Inc.  17314V593 02/17/10 02/14/13    100.000     0.000    2.5263              0.074706                                                 3.21         
Citigroup Funding, Inc.  17314V668 02/25/10 08/26/15    100.000     0.000    4.3617              0.134978   0.137922   0.140930   0.144003  0.147144     49.87    52.06
Citigroup Funding, Inc.  17314V767 01/28/10 07/29/15    100.000     0.000    4.4348              0.137486   0.140534   0.143651   0.146836  0.150092     50.98    53.27
Citigroup Funding, Inc.  17314V841 12/29/09 06/24/15    100.000     0.000    3.7789              0.117387   0.119605   0.121864   0.124167  0.126513     42.69    44.32
Citigroup Funding, Inc.  17316G784 10/28/10 10/27/16    100.000     0.000    3.6054              0.107562   0.109501   0.111475   0.113485  0.115530     39.32    40.75
Citigroup Funding, Inc.  17317U360 01/30/12 01/29/15    100.000     0.000    3.4204              0.096630   0.098282   0.099963   0.101673  0.103411     35.59    36.82
Citigroup Funding, Inc.  17317U717 08/30/11 11/23/16    100.000     0.000    3.7251              0.108289   0.110306   0.112361   0.114454  0.116586     39.50    40.99
Citigroup Funding, Inc.  17318Q574 10/02/12 09/27/18    100.000     0.000    2.4948              0.069300   0.070141   0.071015   0.071901  0.072798     25.26    25.89
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  17321F755 11/05/13 11/03/22    100.000     0.000    3.6499                                    0.101389   0.103219  0.105102      5.68    37.04
Clark CNTY SCH DIST, NV  181059QF6 07/08/10 06/15/24     91.490     5.510    6.4444    10.21     0.012517   0.012920   0.013336   0.013766  0.014210      4.59     4.89
Clark CNTY SCH DIST, NV  181059QG4 07/08/10 06/15/20     94.976     5.510    6.1946     9.85     0.012035   0.012407   0.012792   0.013188  0.013596      4.41     4.69
Clark CNTY SCH DIST, NV  181059QH2 07/08/10 06/15/20     94.976     5.510    6.1946     9.85     0.012035   0.012407   0.012792   0.013188  0.013596      4.41     4.69
Cogent Communications    19239VAA2 06/11/07 06/15/14     97.750     1.000    1.3372    17.65     0.009183   0.009245   0.009306                           3.32     1.53
Cogent Communications    19239VAB0 06/11/07 06/15/14     97.750     1.000    1.3372    17.65     0.009183   0.009245   0.009306                           3.32     1.53
Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13    102.730    VARIES    4.9590              0.138469   0.138114                                     45.63         
Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14    102.273    VARIES    5.1132              0.143067   0.142818   0.142564   0.142303               51.44    47.00
Comcast Corporation      200300507 10/15/99 10/15/29    100.000     2.000   10.5154              0.951966   0.999096   1.048705   1.100922  1.155884    358.54   395.08
Comcast Corporation      200300606 11/15/99 11/15/29    100.000     2.000   10.3810              0.923301   0.968341   1.015720   1.065558  1.117982    344.75   379.33
CompuCredit Corporation  20478NAA8 05/27/05 05/30/25    100.000    VARIES    9.1300              0.396992   0.403420   0.423819   0.430959  0.453037    146.94   156.94
CompuCredit Corporation  20478NAB6 05/27/05 05/30/25    100.000    VARIES    9.1300              0.396992   0.403420   0.423819   0.430959  0.453037    146.94   156.94
CompuCredit Corporation  20478NAC4 11/23/05 01/31/36    100.000     5.875    N/A                 0.314691   0.327025   0.329011   0.342239  0.344653    119.30   124.89
CompuCredit Corporation  20478NAD2 11/23/05 01/31/36    100.000     5.875    N/A                 0.314691   0.327025   0.329011   0.342239  0.344653    119.30   124.89
Conseco, Inc.            208464BG1 08/15/05 09/30/35     99.000     3.500    7.3752              0.289312   0.299262   0.309580   0.320278  0.331370    107.79   115.36
Conseco, Inc.            208464BH9 08/15/05 09/30/35     99.000     3.500    7.3752              0.289312   0.299262   0.309580   0.320278  0.331370    107.79   115.36
Convergys Corporation    212485AE6 10/13/09 09/15/29    114.396    VARIES   14.1017              0.589298   0.619587   0.652012   0.686722  0.723880    224.25   248.59
Cook County, Illinois    213309KR7 04/28/05 12/01/16     52.896     0.000    5.5696   277.49     0.124191   0.127650   0.131205   0.134858  0.138614     45.54    48.11
Cook County, Illinois    213309KS5 04/28/05 12/01/17     49.824     0.000    5.6095   263.65     0.118167   0.121481   0.124888   0.128391  0.131992     43.34    45.80
Cook County, Illinois    213309KT3 04/28/05 12/01/18     46.339     0.000    5.7396   252.12     0.113534   0.116792   0.120144   0.123592  0.127139     41.66    44.08
Cook County, Illinois    213309KU0 04/28/05 12/01/19     43.603     0.000    5.7697   238.75     0.107630   0.110734   0.113929   0.117216  0.120597     39.49    41.81
Cook County, Illinois    213309KV8 04/28/05 12/01/20     40.881     0.000    5.8197   226.21     0.102162   0.105134   0.108194   0.111342  0.114582     37.49    39.71
Cook County, IL SD #88   214183KP9 06/15/10 06/01/30     25.818     0.000    6.8998    48.68     0.058476   0.060494   0.062581   0.064740  0.066973     21.54    23.05
Cook County, IL SD #88   214183KR5 06/15/10 12/01/26     33.796     0.000    6.6997    61.74     0.073974   0.076452   0.079013   0.081660  0.084395     27.23    29.08
Cook County, IL SD #88   214183KS3 06/15/10 12/01/27     31.374     0.000    6.7498    57.78     0.069268   0.071606   0.074023   0.076521  0.079104     25.50    27.25
Cook County, IL SD #88   214183KT1 06/15/10 12/01/28     29.098     0.000    6.7998    54.01     0.064796   0.066999   0.069277   0.071632  0.074068     23.86    25.51
Cook County, IL SD #88   214183KU8 06/15/10 12/01/29     26.961     0.000    6.8498    50.44     0.060551   0.062625   0.064770   0.066988  0.069282     22.30    23.85
Cook County, IL SD #89   214201FY6 09/07/05 12/01/13     66.377     0.000    5.0390   291.68     0.133178   0.136534                                     44.55         
Cook County, IL SD #89   214201FZ3 09/07/05 12/01/14     62.531     0.000    5.1492   281.88     0.129205   0.132532   0.135944   0.139444               47.31    45.49
Cook County, IL SD #89   214201GB5 12/13/07 12/01/14     67.830     0.000    5.6497   220.47     0.140389   0.144355   0.148433   0.152626               51.50    49.74
Cook County, IL SD #89   214201GC3 12/13/07 12/01/15     63.659     0.000    5.7497   211.07     0.134739   0.138612   0.142597   0.146697  0.150914     49.44    52.32
Cook County, IL SD #89   214201GD1 12/13/07 12/01/16     59.629     0.000    5.8497   201.61     0.129024   0.132798   0.136682   0.140680  0.144795     47.36    50.17
Cook County, IL SD #89   214201GE9 12/13/07 12/01/17     55.745     0.000    5.9498   192.15     0.123279   0.126947   0.130724   0.134613  0.138617     45.26    48.00
Cook County, IL SD #89   214201GF6 12/13/07 12/01/18     52.014     0.000    6.0498   182.73     0.117526   0.121081   0.124744   0.128517  0.132405     43.17    45.82
Cook County, IL SD #89   214201GG4 12/13/07 12/01/19     48.439     0.000    6.1497   173.39     0.111794   0.115231   0.118774   0.122426  0.126191     41.07    43.64
Cook County, IL SD #89   214201GH2 12/13/07 12/01/20     45.022     0.000    6.2498   164.16     0.106108   0.109424   0.112843   0.116369  0.120006     39.00    41.47
Cook County, IL SD #89   214201GJ8 12/13/07 12/01/21     41.765     0.000    6.3498   155.09     0.100491   0.103682   0.106973   0.110370  0.113874     36.95    39.33
Cook County, IL SD #89   214201GK5 12/13/07 12/01/22     38.951     0.000    6.3998   145.94     0.094685   0.097714   0.100841   0.104068  0.107398     34.82    37.08
Cook County, IL SD #89   214201GL3 12/13/07 12/01/23     36.291     0.000    6.4498   137.20     0.089122   0.091996   0.094963   0.098026  0.101187     32.78    34.92
Cook County, IL SD #89   214201GM1 12/13/07 12/01/24     33.947     0.000    6.4698   128.80     0.083705   0.086413   0.089208   0.092094  0.095073     30.79    32.81
Cook County, IL SD #89   214201GP4 11/29/10 12/15/24     34.234     0.000    7.7796    59.22     0.086478   0.089842   0.093336   0.096967  0.100739     31.85    34.37
Cook County, IL SD #89   214201GQ2 11/29/10 12/15/25     30.724     0.000    7.9996    54.75     0.080153   0.083359   0.086693   0.090161  0.093767     29.54    31.95
Cook County, IL SD #89   214201GR0 11/29/10 12/15/26    109.444    VARIES    7.6950              0.232873   0.232482   0.232075   0.231652  0.231214     83.75    83.46
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #89   214201GS8 11/29/10 12/15/26     27.332     0.000    8.2496    50.32     0.073895   0.076943   0.080116   0.083421  0.086862     27.25    29.54
Cook County, IL SD #104  214471HQ0 12/30/02 12/01/22     21.989     0.000    7.7496   250.64     0.100641   0.104540   0.108591   0.112799  0.117170     37.17    40.11
Cook County, IL SD #104  214471JV7 02/08/07 12/01/13     69.553     0.000    5.3989   256.86     0.142190   0.146028                                     47.61         
Cook County, IL SD #123  214651JV4 10/15/07 12/01/13     71.288     0.000    5.5988   237.81     0.147168   0.151288                                     49.31         
Cook County, IL SD #123  214651JW2 10/15/07 12/01/14     66.759     0.000    5.7491   229.52     0.142582   0.146681   0.150897   0.155235               52.32    50.58
Cook County, IL SD #123  214651JX0 10/15/07 12/01/15     62.337     0.000    5.8991   220.71     0.137638   0.141698   0.145877   0.150180  0.154610     50.53    53.55
Cook County, IL SD #123  214651JY8 10/15/07 12/01/16     58.297     0.000    5.9991   210.41     0.131554   0.135500   0.139564   0.143750  0.148062     48.31    51.25
Cook County, IL SD #123  214651JZ5 10/15/07 12/01/17     54.681     0.000    6.0492   199.25     0.124735   0.128507   0.132394   0.136399  0.140524     45.81    48.63
Cook County, IL SD #123  214651KA8 10/15/07 12/01/18     51.240     0.000    6.0992   188.48     0.118145   0.121748   0.125461   0.129287  0.133229     43.40    46.09
Cook County, IL SD #123  214651KB6 10/15/07 12/01/19     48.025     0.000    6.1392   177.99     0.111682   0.115111   0.118644   0.122286  0.126040     41.03    43.59
Cook County, IL SD #123  214651KC4 10/15/07 12/01/20     44.691     0.000    6.2294   168.43     0.105929   0.109228   0.112631   0.116139  0.119756     38.93    41.39
Cook County, IL SD #123  214651KD2 10/15/07 12/01/21     41.802     0.000    6.2694   158.71     0.099917   0.103049   0.106279   0.109611  0.113047     36.72    39.06
Cook County, IL SD #123  214651KE0 10/15/07 12/01/22     39.242     0.000    6.2794   149.27     0.093994   0.096945   0.099989   0.103128  0.106366     34.55    36.75
Cook County, IL SD #123  214651KF7 10/15/07 12/01/23     36.831     0.000    6.2895   140.35     0.088405   0.091185   0.094053   0.097011  0.100061     32.50    34.57
Cook County, IL SD #123  214651KG5 10/15/07 12/01/24     34.562     0.000    6.2995   131.95     0.083132   0.085750   0.088451   0.091237  0.094111     30.56    32.51
Cook County, IL SD #123  214651KH3 10/15/07 12/01/25     32.426     0.000    6.3095   124.02     0.078158   0.080624   0.083167   0.085791  0.088498     28.73    30.57
Cook County, IL SD #123  214651KJ9 10/15/07 12/01/26     30.417     0.000    6.3195   116.55     0.073467   0.075788   0.078183   0.080653  0.083202     27.01    28.74
Cook County, IL SD #123  214651KK6 10/15/07 06/01/27     29.429     0.000    6.3295   112.97     0.071229   0.073484   0.075809   0.078208  0.080683     26.19    27.87
Cook County, IL SD #127  214723CV8 09/07/05 12/01/19     46.971     0.000    5.3794   223.02     0.103052   0.105823   0.108670   0.111593  0.114594     37.77    39.82
Cook County, IL SD #127  214723CW6 09/07/05 12/01/20     44.082     0.000    5.4494   212.56     0.098458   0.101141   0.103897   0.106728  0.109636     36.09    38.08
Cook County, IL SD #127  214723CX4 09/07/05 12/01/21     41.315     0.000    5.5194   202.28     0.093925   0.096517   0.099181   0.101918  0.104730     34.44    36.36
Cook County, IL SD #127  214723CY2 09/07/05 12/01/22     38.734     0.000    5.5794   192.12     0.089391   0.091885   0.094448   0.097083  0.099792     32.78    34.64
Cook County, IL SD #127  214723CZ9 09/07/05 12/01/23     36.271     0.000    5.6395   182.23     0.084968   0.087364   0.089828   0.092361  0.094965     31.17    32.95
Cook County, IL SD #127  214723DA3 09/07/05 12/01/24     33.990     0.000    5.6895   172.59     0.080612   0.082905   0.085264   0.087689  0.090184     29.57    31.28
Cook County, IL SD #127  214723DC9 09/07/05 12/01/13     66.537     0.000    5.0090   290.33     0.132425   0.135742                                     44.30         
Cook County, IL SD #133  214813BZ9 06/26/12 12/15/16     98.000     4.250    N/A                 0.015172   0.015542   0.015922   0.016310  0.011090      5.54     5.72
Cook County, IL SD #133  214813CA3 06/26/12 12/15/20     98.000     5.000    N/A                 0.007087   0.007277   0.007471   0.007672  0.007877      2.59     2.73
Cook County, Illinois    215030CP0 01/08/04 12/01/13     58.732     0.000    5.4494   364.64     0.143450   0.147358                                     48.04         
Cook County, Illinois    215030CQ8 01/08/04 12/01/14     54.489     0.000    5.6495   353.88     0.140385   0.144350   0.148428   0.152621               51.49    49.74
Cook County, Illinois    215030CR6 01/08/04 12/01/15     50.650     0.000    5.7994   339.96     0.135707   0.139642   0.143691   0.147858  0.152145     49.80    52.73
Cook County, IL SD #148  215075FA5 07/09/08 12/01/27     94.524     6.000    6.6229              0.009626   0.009944   0.010274   0.010614  0.010965      3.54     3.78
Cook County, Illinois    215093EV3 06/17/03 12/01/13     59.669     0.000    4.9998   359.09     0.132192   0.135497                                     44.22         
Cook County, Illinois    215093EW1 06/17/03 12/01/14     55.539     0.000    5.1998   350.95     0.130346   0.133735   0.137212   0.140780               47.74    45.92
Cook County, Illinois    215093EX9 06/17/03 12/01/15     51.495     0.000    5.3998   341.16     0.127837   0.131288   0.134833   0.138473  0.142212     46.85    49.42
Cook County, IL SD #153  215183FX7 12/10/03 12/01/13     55.449     0.000    5.9998   392.82     0.157096   0.161809                                     52.69         
Cook County, IL SD #153  215183FY5 12/10/03 12/01/14     51.438     0.000    6.1497   376.07     0.151338   0.155991   0.160788   0.165732               55.60    53.95
Cook County, IL SD #153  215183FZ2 12/10/03 12/01/15     47.578     0.000    6.2999   358.78     0.145284   0.149860   0.154581   0.159450  0.164473     53.40    56.82
Cook County, IL SD #153  215183GJ7 05/14/08 12/15/13     74.458     0.000    5.3491   206.26     0.140948   0.144718                                     49.16         
Cook County, IL SD #153  215183GK4 05/14/08 12/15/14     69.640     0.000    5.5691   201.78     0.138604   0.142463   0.146430   0.150508               50.72    51.11
Cook County, IL SD #153  215183GL2 05/14/08 12/15/15     64.808     0.000    5.7992   196.49     0.135703   0.139638   0.143687   0.147853  0.152140     49.69    52.61
Cook County, IL SD #153  215183GM0 05/14/08 12/15/16     59.694     0.000    6.0984   191.70     0.131753   0.135028   0.139910   0.143388  0.148572     48.83    51.85
Cook County, IL SD #153  215183GN8 05/14/08 12/15/17     55.331     0.000    6.2694   183.17     0.127902   0.131911   0.136046   0.140311  0.144709     46.90    49.88
Cook County, IL SD #153  215183GP3 05/14/08 12/15/18     51.329     0.000    6.3994   173.92     0.121814   0.125712   0.129735   0.133886  0.138170     44.68    47.59
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #153  215183GQ1 05/14/08 12/15/19     47.338     0.000    6.5593   164.96     0.115972   0.119775   0.123703   0.127761  0.131951     42.56    45.40
Cook County, IL SD #155  215219EG7 02/01/01 12/01/14     37.337     0.000    7.2490   499.13     0.174635   0.180964   0.187523   0.194320               64.39    63.11
Cook County, IL SD #155  215219EH5 02/01/01 12/01/15     34.277     0.000    7.3490   467.48     0.164397   0.170438   0.176701   0.183193  0.189925     60.64    65.18
Cook County, IL SD #155  215219FN1 06/30/03 12/01/18     44.637     0.000    5.2998   287.49     0.107561   0.110411   0.113337   0.116340  0.119423     39.41    41.52
Cook County, IL SD #155  215219FP6 06/30/03 12/01/19     41.690     0.000    5.3998   274.88     0.103299   0.106088   0.108952   0.111894  0.114915     37.86    39.93
Cook County, IL SD #155  215219FQ4 06/30/03 12/01/20     39.193     0.000    5.4498   261.43     0.098462   0.101145   0.103901   0.106732  0.109640     36.09    38.09
Cook County, IL SD #155  215219FR2 06/30/03 12/01/21     36.482     0.000    5.5497   249.00     0.094190   0.096803   0.099490   0.102250  0.105088     34.54    36.48
Cook County, IL SD #155  215219FS0 06/30/03 12/01/22     33.892     0.000    5.6497   236.62     0.089901   0.092440   0.095052   0.097737  0.100498     32.98    34.87
Cook County, IL SD #155  215219GA8 06/02/05 12/01/15     59.242     0.000    5.0500   272.24     0.120786   0.123836   0.126963   0.130169  0.133456     44.22    46.48
Cook County, IL SD #155  215219GB6 06/02/05 12/01/16     55.669     0.000    5.1601   262.45     0.116910   0.119927   0.123021   0.126195  0.129451     42.81    45.05
Cook County, IL SD #155  215219GC4 06/02/05 12/01/17     52.327     0.000    5.2501   251.84     0.112547   0.115501   0.118533   0.121645  0.124838     41.23    43.42
Cook County, IL SD #155  215219GD2 06/02/05 12/01/18     49.294     0.000    5.3100   240.48     0.107705   0.110565   0.113500   0.116514  0.119607     39.46    41.59
Cook County, IL SD #155  215219GE0 06/02/05 12/01/19     46.448     0.000    5.3600   229.15     0.102817   0.105573   0.108402   0.111307  0.114290     37.68    39.72
Cook County, IL SD #155  215219GF7 06/02/05 12/01/20     43.922     0.000    5.3801   217.66     0.097732   0.100361   0.103060   0.105833  0.108680     35.82    37.77
Cook County, IL SD #155  215219GG5 06/02/05 12/01/21     41.054     0.000    5.4700   207.54     0.093488   0.096044   0.098671   0.101370  0.104142     34.27    36.17
Cook County, IL SD #155  215219GH3 06/02/05 12/01/22     38.699     0.000    5.5000   196.92     0.088802   0.091244   0.093754   0.096332  0.098981     32.56    34.37
Cook County, IL SD #155  215219GQ3 06/02/05 12/01/23     36.261     0.000    5.5600   186.95     0.084486   0.086835   0.089249   0.091730  0.094280     30.98    32.73
Cook County, IL SD #155  215219GR1 06/02/05 12/01/24     34.002     0.000    5.6100   177.21     0.080227   0.082477   0.084791   0.087169  0.089614     29.42    31.10
Cook County, IL SD #155  215219HB5 06/29/06 12/01/16     54.002     0.000    5.9995   253.35     0.131561   0.135507   0.139572   0.143759  0.148072     48.31    51.25
Cook County, IL SD #155  215219HC3 06/29/06 12/01/17     50.621     0.000    6.0495   239.84     0.124739   0.128512   0.132399   0.136404  0.140530     45.81    48.63
Cook County, IL SD #155  215219HD1 06/29/06 12/01/18     47.405     0.000    6.0996   226.82     0.118150   0.121753   0.125467   0.129293  0.133236     43.40    46.09
Cook County, IL SD #155  215219HE9 06/29/06 12/01/19     44.524     0.000    6.1196   213.87     0.111474   0.114885   0.118400   0.122023  0.125757     40.95    43.50
Cook County, IL SD #155  215219HF6 06/29/06 12/01/20     41.744     0.000    6.1496   201.68     0.105222   0.108457   0.111792   0.115230  0.118773     38.66    41.07
Cook County, IL SD #155  215219HG4 06/29/06 12/01/21     39.173     0.000    6.1696   190.00     0.099187   0.102247   0.105401   0.108652  0.112004     36.44    38.73
Cook County, IL SD #155  215219HH2 06/29/06 12/01/22     36.688     0.000    6.1996   178.98     0.093520   0.096419   0.099408   0.102490  0.105667     34.37    36.53
Cook County, IL SD #155  215219HJ8 06/29/06 12/01/23     34.398     0.000    6.2197   168.46     0.088077   0.090817   0.093641   0.096553  0.099556     32.37    34.41
Cook County, IL SD #155  215219HK5 06/29/06 12/01/24     32.181     0.000    6.2498   158.51     0.082954   0.085547   0.088220   0.090977  0.093820     30.49    32.42
Cook County, IL SD #155  215219HL3 06/29/06 12/01/25     30.147     0.000    6.2697   149.06     0.078055   0.080502   0.083026   0.085629  0.088313     28.69    30.52
Cook County, IL SD #155  215219HM1 06/29/06 06/01/26     29.062     0.000    6.2996   144.51     0.075747   0.078133   0.080594   0.083132  0.085751     27.84    29.63
Cook County, IL SD #155  215219JG2 06/29/06 12/01/13     65.418     0.000    5.7993   294.82     0.152142   0.156554                                     51.00         
Cook County, IL SD #155  215219JH0 06/29/06 12/01/14     61.530     0.000    5.8495   280.13     0.144789   0.149024   0.153383   0.157869               53.14    51.42
Cook County, IL SD #155  215219JJ6 06/29/06 12/01/15     57.818     0.000    5.8994   265.89     0.137643   0.141703   0.145883   0.150186  0.154616     50.53    53.55
Cook County, IL SD #155  215219JK3 06/29/06 12/01/16     54.002     0.000    5.9995   253.35     0.131561   0.135507   0.139572   0.143759  0.148072     48.31    51.25
Cook County, IL SD #155  215219JL1 06/29/06 12/01/17     50.621     0.000    6.0495   239.84     0.124739   0.128512   0.132399   0.136404  0.140530     45.81    48.63
Cook County, IL SD #155  215219JM9 06/29/06 12/01/18     47.405     0.000    6.0996   226.82     0.118150   0.121753   0.125467   0.129293  0.133236     43.40    46.09
Cook County, IL SD #155  215219JN7 06/29/06 12/01/19     44.524     0.000    6.1196   213.87     0.111474   0.114885   0.118400   0.122023  0.125757     40.95    43.50
Cook County, IL SD #155  215219JR8 10/08/09 12/01/23     39.094     0.000    6.7493    93.59     0.090333   0.093382   0.096533   0.099791  0.103158     33.25    35.54
Cook County, IL SD #155  215219JS6 10/08/09 12/01/24     36.316     0.000    6.7993    87.65     0.084665   0.087544   0.090520   0.093597  0.096779     31.17    33.33
Cook County, IL SD #155  215219JT4 10/08/09 12/01/25     33.703     0.000    6.8493    82.00     0.079272   0.081987   0.084794   0.087698  0.090702     29.19    31.23
Cook County, IL SD #155  215219JU1 10/08/09 12/01/26     31.248     0.000    6.8993    76.63     0.074146   0.076704   0.079350   0.082088  0.084919     27.31    29.23
Cook County, IL SD #155  215219JV9 10/08/09 12/01/27     28.691     0.000    6.9993    71.48     0.069276   0.071701   0.074210   0.076807  0.079495     25.52    27.34
Cook County, IL SD #155  215219JW7 10/08/09 12/01/28     26.292     0.000    7.0994    66.53     0.064589   0.066881   0.069255   0.071714  0.074259     23.80    25.52
Cook County, IL SD #155  215219JX5 10/08/09 06/01/29     25.151     0.000    7.1494    64.14     0.062315   0.064543   0.066850   0.069240  0.071715     22.97    24.64
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, Illinois    215255EY2 06/30/04 12/01/13     57.985     0.000    5.8696   368.56     0.153881   0.158397                                     51.59         
Cook County, Illinois    215255EZ9 06/30/04 12/01/14     53.847     0.000    6.0295   353.97     0.148726   0.153209   0.157828   0.162587               54.62    52.94
Cook County, Illinois    215255FA3 06/30/04 12/01/15     50.015     0.000    6.1596   337.73     0.142631   0.147023   0.151551   0.156219  0.161030     52.41    55.68
Cook County, IL SD #162  215291LD5 06/30/11 12/01/13    100.000     0.000    2.9998              0.086926   0.088230                                     28.92         
Cook County, IL SD #162  215291LE3 06/30/11 12/01/14    100.000     0.000    3.2494              0.094491   0.096026   0.097587   0.099172               34.39    32.49
Cook County, IL SD #162  215291LF0 06/30/11 12/01/15    100.000     0.000    3.9996              0.117529   0.119879   0.122276   0.124722  0.127216     42.88    44.61
Cook County, IL SD #162  215291LG8 06/30/11 12/01/16    100.000     0.000    4.3994              0.129999   0.132858   0.135781   0.138768  0.141820     47.49    49.60
Cook County, IL SD #162  215291LH6 06/30/11 12/01/17    100.000     0.000    4.7493              0.141021   0.144370   0.147798   0.151308  0.154901     51.57    54.05
Cook County, IL SD #162  215291LJ2 06/30/11 12/01/18    100.000     0.000    4.9995              0.148967   0.152691   0.156508   0.160421  0.164431     54.52    57.28
Cook County, IL SD #162  215291LK9 06/30/11 12/01/19    100.000     0.000    5.2494              0.156956   0.161075   0.165303   0.169642  0.174095     57.50    60.55
Cook County, IL SD #162  215291LL7 06/30/11 12/01/20    100.000     0.000    5.5207              0.165687   0.170261   0.174961   0.179790  0.184753     60.75    64.15
Cook County, IL SD #162  215291LM5 06/30/11 12/01/21    100.000     0.000    5.7496              0.173102   0.178079   0.183198   0.188465  0.193882     63.52    67.22
Cook County, IL SD #162  215291LP8 06/30/11 12/01/23    100.000     0.000    6.1246              0.185351   0.191027   0.196877   0.202906  0.209120     68.09    72.33
Cook County, IL SD #162  215291LQ6 06/30/11 12/01/24    100.000     0.000    6.2495              0.189456   0.195376   0.201481   0.207777  0.214269     69.63    74.05
Cook County, IL SD #162  215291LT0 06/30/11 12/01/27    100.000     0.000    6.7497              0.206033   0.212987   0.220175   0.227605  0.235287     75.85    81.05
Cook County, IL SD #162  215291LU7 06/30/11 12/01/28    100.000     0.000    6.8747              0.210210   0.217436   0.224910   0.232641  0.240638     77.42    82.83
Cook County, IL SD #162  215291LV5 06/30/11 12/01/29    100.000     0.000    6.9496              0.212720   0.220112   0.227761   0.235675  0.243864     78.36    83.90
Cook County, IL SD #162  215291LW3 06/30/11 12/01/30    100.000     0.000    6.9996              0.214399   0.221903   0.229669   0.237707  0.246026     78.99    84.62
Cook County, Illinois    215381HR8 08/07/03 12/01/13     57.537     0.000    5.4293   376.76     0.142948   0.146829                                     47.87         
Cook County, Illinois    215381HS6 08/07/03 12/01/14     53.466     0.000    5.6091   364.79     0.139492   0.143404   0.147426   0.151560               51.16    49.39
Cook County SD #219, IL  215723LP0 11/07/13 12/01/14     99.099     0.000    0.8510                         0.023040   0.023184   0.023155                1.27     7.74
Cook County SD #219, IL  215723LQ8 11/07/13 06/01/15     98.603     0.000    0.8999                         0.024610   0.024664   0.024775  0.024886      1.33     8.91
Cook County, Illinois    215903EV3 06/17/03 12/01/13     59.669     0.000    4.9998   359.09     0.132192   0.135497                                     44.22         
Cook County, Illinois    215903EW1 06/17/03 12/01/14     55.539     0.000    5.1998   350.95     0.130346   0.133735   0.137212   0.140780               47.74    45.92
Cook County, Illinois    215903EX9 06/17/03 12/01/15     51.495     0.000    5.3998   341.16     0.127837   0.131288   0.134833   0.138473  0.142212     46.85    49.42
Corvallie, Benton County 2208855J2 03/12/02 01/01/14     46.414     0.000    6.6090   472.91     0.172028   0.177713                                     62.95         
Corvallie, Benton County 2208855K9 03/12/02 01/01/15     43.223     0.000    6.6591   444.98     0.162262   0.167665   0.173247   0.179016               59.39    63.41
Corvallie, Benton County 2208855L7 03/12/02 01/01/16     39.945     0.000    6.7591   419.75     0.153809   0.159007   0.164381   0.169936               56.31    60.18
Corvallie, Benton County 2208855M5 03/12/02 01/01/17     37.109     0.000    6.8092   393.94     0.144703   0.149629   0.154723   0.159991               52.98    56.65
Corvallie, Benton County 2208855N3 03/12/02 01/01/18     34.442     0.000    6.8591   369.34     0.135994   0.140658   0.145482   0.150471               49.80    53.27
Corvallie, Benton County 2208855P8 03/12/02 01/01/19     31.935     0.000    6.9091   345.93     0.127681   0.132092   0.136655   0.141376               46.76    50.05
Corvallie, Benton County 2208855Q6 03/12/02 01/01/20     29.582     0.000    6.9592   323.67     0.119754   0.123921   0.128233   0.132695               43.86    46.97
Corvallie, Benton County 2208855R4 03/12/02 01/01/21     27.475     0.000    6.9893   302.43     0.112059   0.115975   0.120028   0.124223               41.05    43.97
Corvallie, Benton County 2208855S2 03/12/02 01/01/22     25.504     0.000    7.0193   282.42     0.104794   0.108472   0.112279   0.116220               38.39    41.13
Corvallie, Benton County 2208855T0 03/12/02 01/01/23     23.613     0.000    7.0594   263.56     0.097986   0.101445   0.105026   0.108733               35.90    38.48
Costco Companies, Inc.   22160QAA0 08/19/97 08/19/17     49.960     0.000    3.5000   351.92     0.081738   0.083168   0.084624   0.086105  0.087611     30.06    31.13
Costco Companies, Inc.   22160QAB8 08/19/97 08/19/17     49.960     0.000    3.5000   351.92     0.081738   0.083168   0.084624   0.086105  0.087611     30.06    31.13
Costco Companies, Inc.   22160QAC6 08/19/97 08/19/17     49.960     0.000    3.5000   351.92     0.081738   0.083168   0.084624   0.086105  0.087611     30.06    31.13
Credit Suisse USA, Inc.  22541FDR4 04/28/06 04/29/13    100.000     0.000    5.5223              0.218610                                                25.80         
Credit Suisse USA, Inc.  22541HBF8 09/01/06 08/26/13    100.000     1.000    5.3576              0.193892   0.198342                                     46.37         
Credit Suisse USA, Inc.  22541HBU5 04/27/07 04/21/14    100.000     0.250    5.0791              0.183554   0.188039   0.192638                          67.52    21.19
Credit Suisse USA, Inc.  22541HBV3 05/11/07 05/05/14    100.000     1.750    5.1032              0.171403   0.174537   0.177750                          62.62    22.04
Credit Suisse USA, Inc.  22541HCU4 03/04/11 03/01/16    100.000     0.000    3.0020              0.087180   0.088488   0.089816   0.091164  0.092533     31.94    32.90
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Credit Suisse USA, Inc.  22541HCW0 06/23/11 06/22/18    100.000     0.000    3.6401              0.106728   0.108671   0.110649   0.112662  0.114713     38.81    40.23
Credit Suisse USA, Inc.  22541HDC3 01/18/13 01/21/20    100.000     0.000    1.3160              0.036557   0.036561   0.036802   0.037044  0.037288     12.58    13.37
Credit Suisse USA, Inc.  22541HDD1 07/03/13 07/06/20    100.000     0.125    2.1480                         0.059667   0.059677   0.060281  0.060891     10.62    21.80
Credit Suisse USA, Inc.  22546E2G8 03/31/11 03/31/15    100.000     0.000    2.6796              0.077467   0.078505   0.079557   0.080623  0.081703     28.27    29.03
Credit Suisse USA, Inc.  22546E4R2 04/29/11 04/29/16    100.000     0.000    3.1146              0.090622   0.092034   0.093467   0.094922  0.096401     33.05    34.09
Credit Suisse USA, Inc.  22546E4S0 04/28/11 04/27/15    100.000     0.000    2.6068              0.075277   0.076258   0.077252   0.078259  0.079279     27.40    28.12
Credit Suisse USA, Inc.  22546E6C3 05/31/11 05/31/16    100.000     0.000    2.8780              0.083448   0.084649   0.085867   0.087103  0.088356     30.33    31.21
Credit Suisse USA, Inc.  22546E6E9 05/31/11 05/31/16    100.000     0.000    2.7670              0.080096   0.081204   0.082328   0.083467  0.084622     29.10    29.91
Credit Suisse USA, Inc.  22546EB94 10/28/10 10/28/30    100.000    VARIES    3.9512              0.110777   0.111045   0.111318   0.111597  0.111880     39.96    40.16
Credit Suisse USA, Inc.  22546TAL5 06/30/11 06/30/16    100.000     0.000    3.0499              0.088656   0.090008   0.091381   0.092775  0.094189     32.16    33.15
Credit Suisse USA, Inc.  22546TEK3 09/29/11 10/01/15    100.000     0.000    1.1278              0.031685   0.031864   0.032044   0.032225  0.032406     11.47    11.60
Credit Suisse USA, Inc.  22546TMY4 02/15/12 08/20/13    100.000     0.000    2.1160              0.059418   0.060047                                     13.72         
Credit Suisse USA, Inc.  22546TNB3 03/26/12 03/24/17    100.000     0.000    1.3843              0.038716   0.038984   0.039254   0.039526  0.039799     14.04    14.23
Credit Suisse USA, Inc.  22546TQX2 05/07/12 05/05/17    100.000     0.000    1.1036              0.030825   0.030995   0.031166   0.031338  0.031511     11.15    11.27
Credit Suisse USA, Inc.  22546TRE3 04/26/12 04/25/16    100.000     0.000    0.9090              0.025366   0.025481   0.025597   0.025713  0.025830      9.17     9.25
Credit Suisse USA, Inc.  2254M0BJ4 12/31/10 04/01/13    100.000     0.000    1.3660              0.038862                                                 3.50         
Credit Suisse USA, Inc.  2254M0CR5 02/18/11 02/18/21    100.000    VARIES    2.0492              0.010793   0.010329   0.010435   0.010542  0.010650      3.75     3.80
Credit Suisse USA, Inc.  2254M0DD5 02/28/11 05/28/13    100.000     0.000    1.5362              0.043829                                                 6.44         
Credit Suisse USA, Inc.  2254M0GM2 07/29/11 07/29/16    100.000    VARIES    0.9093              0.001663   0.001671   0.001678   0.001673  0.001668       .60      .60
Credit Suisse USA, Inc.  2254M0H58 08/17/11 08/17/17    100.000    VARIES    1.2913              0.027023   0.026990   0.026956   0.026922  0.026888      9.71     9.69
Credit Suisse USA, Inc.  2254M0HK5 08/18/11 08/18/16    100.000    VARIES    1.4617              0.004779   0.004726   0.004674   0.004708  0.004742      1.70     1.70
Credit Suisse USA, Inc.  2254M0HM1 08/26/11 08/26/17*   100.000    VARIES    1.7291              0.000370   0.000374   0.000377                            .13*        
Credit Suisse USA, Inc.  2254M0HP4 09/06/11 09/06/18    100.000    VARIES    1.6149              0.000079   0.000078   0.000076   0.000077  0.000077       .28      .28
Credit Suisse USA, Inc.  2254M0HV1 09/13/11 09/13/16    100.000    VARIES    1.4720              0.003890   0.003847   0.003804   0.003832  0.003860      1.38     1.38
Credit Suisse USA, Inc.  2254M0J64 09/15/11 09/15/14    100.000    VARIES    1.3976              0.015741   0.015686   0.015631   0.015740                5.65     3.99
Credit Suisse USA, Inc.  2254M0JB3 09/30/11 09/30/14    100.000    VARIES    1.0663              0.015815   0.015774   0.015732   0.015690                5.68     4.22
Credit Suisse USA, Inc.  2254M0MX1 03/30/12 06/30/14    100.000     0.000    0.5250              0.014644   0.014682   0.014721                           5.28     2.63
Credit Suisse USA, Inc.  2254M0RQ1 09/06/12 03/06/14*   100.000     5.000    0.4189              0.011639                                                  .76*        
Credit Suisse USA, Inc.  2254M0SJ6 09/28/12 04/01/14*   100.000     4.500    N/A                 0.010520                                                  .92*        
Credit Suisse USA, Inc.  2254M0T22 10/23/12 04/23/14*   100.000     5.000    0.3589              0.009972                                                 1.12*        
City of Crest Hill, IL   225903BX0 12/01/10 05/01/23     94.618     4.800    5.4004     6.74     0.009532   0.009790   0.010054   0.010326  0.010604      3.51     3.70
Crosstex Energy, L.P.    22764LAA1 02/10/10 02/15/18     97.907     8.875    9.2505     5.88     0.006344   0.006638   0.006945   0.007266  0.007602      2.42     2.65
Crosstex Energy, L.P.    22764LAB9 02/10/10 02/15/18     97.907     8.875    9.2505     5.88     0.006344   0.006638   0.006945   0.007266  0.007602      2.42     2.65
Da-Lite screen Co., Inc. 233393AD9 03/24/10 04/15/15*    97.305    12.500   13.2477    12.61     0.015072                                                 1.36*        
Commnty Unit SD #429, IL 240847GL1 03/17/10 01/15/13    100.000     0.000    1.8589              0.053911                                                  .75         
De Witt Ford, IL         242015EQ4 10/28/10 12/01/13    100.029    VARIES    2.3589              0.065536   0.065531                                     21.63         
Deutsche Bank AG         25153Q609 09/28/07 09/30/13    100.000     0.000    4.9679              0.176424   0.180806                                     48.25         
Deutsche Bank AG         25154K239 08/12/09 02/12/13    100.000     0.000    2.6600              0.079986                                                 3.28         
Deutsche Bank AG         2515A02U6 03/05/10 09/08/14    100.000     0.000    2.3900              0.070467   0.071309   0.072161   0.073023               25.71    17.98
Deutsche Bank AG         2515A0C92 04/30/09 04/30/14    100.000    VARIES    3.7553              0.105247   0.104942   0.104632                          37.80    12.45
Deutsche Bank AG         2515A0FC2 09/05/07 09/05/17    100.000    VARIES    5.2125              0.126257   0.127904   0.129593   0.131326  0.133105     46.14    47.37
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         2515A0GL1 12/24/07 06/24/13    100.000     0.000    4.1474              0.141457                                                24.47         
Deutsche Bank AG         2515A0L68 07/23/09 07/23/15    100.000     0.000    4.4552              0.141248   0.144395   0.147611   0.150900  0.154261     52.42    54.78
Deutsche Bank AG         2515A0MH3 01/29/08 01/29/13    100.000     0.000    3.4575              0.112061                                                 3.14         
Deutsche Bank AG         2515A0MM2 01/25/08 01/25/13    100.000     0.000    3.4550              0.111969                                                 2.69         
Deutsche Bank AG         2515A0NZ2 07/07/08 07/07/14    100.000     0.000    5.6904              0.197844   0.203473   0.209262   0.215216               74.22    39.99
Deutsche Bank AG         2515A0R70 11/30/09 11/28/14    100.000     2.791    2.7909              0.077528   0.077528   0.077528   0.077528               27.91    25.35
Deutsche Bank AG         2515A0RP0 02/04/09 02/04/14    100.000    VARIES    2.1662              0.059226   0.059486   0.059802                          21.45     1.97
Deutsche Bank AG         2515A0RU9 09/17/08 09/16/13    100.000     0.000    3.8059              0.122916   0.125255                                     31.76         
Deutsche Bank AG         2515A0Y23 03/24/10 03/25/13    100.000     0.000    1.8011              0.052330                                                 4.40         
Diamond Resorts Corp.    25272PAA0 08/13/10 08/15/18     97.513    12.000   12.5004     5.09     0.006716   0.007136   0.007582   0.008056  0.008559      2.61     2.95
Diamond Resorts Corp.    25272PAB8 08/13/10 08/15/18     97.513    12.000   12.5004     5.09     0.006716   0.007136   0.007582   0.008056  0.008559      2.61     2.95
Diamond Resorts Corp.    25272PAC6 08/13/10 08/15/18     97.513    12.000   12.5004     5.09     0.006716   0.007136   0.007582   0.008056  0.008559      2.61     2.95
Domtar Corporation       257559AB0 11/19/07 12/01/13*    93.400     5.375    6.7237    54.22     0.035067                                                 3.05*        
Domtar Corporation       257559AG9 06/09/09 06/01/17     96.157    10.750   11.4987    13.06     0.012576   0.013299   0.014064   0.014872  0.015727      4.70     5.26
Douglas Cnty SD #302, IL 258741BP1 11/30/10 12/01/13     99.896    VARIES    2.3941              0.066443   0.066474                                     21.93         
Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14    107.319    VARIES    2.9881              0.085982   0.085254   0.084515   0.083765               30.78    27.75
Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15    107.706    VARIES    3.3886              0.098421   0.097735   0.097038   0.096329  0.095608     35.27    34.76
Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16    109.259    VARIES    3.5892              0.105821   0.105103   0.104372   0.103628  0.102870     37.92    37.39
Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13     72.742     0.000    5.5885   238.93     0.146912   0.151017                                     33.65         
Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14     68.074     0.000    5.7585   231.34     0.142791   0.146903   0.151132   0.155484               53.28    34.64
Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15     63.688     0.000    5.8886   222.02     0.137435   0.141482   0.145647   0.149936  0.154350     51.32    54.39
Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16     59.688     0.000    5.9687   211.31     0.131042   0.134953   0.138980   0.143128  0.147400     48.96    51.92
Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17     55.746     0.000    6.0689   201.15     0.125022   0.128816   0.132725   0.136752  0.140902     46.74    49.62
Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18     52.073     0.000    6.1490   190.74     0.118765   0.122417   0.126180   0.130060  0.134059     44.42    47.19
Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19     48.734     0.000    6.1989   180.18     0.112312   0.115793   0.119382   0.123083  0.126898     42.02    44.67
Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20     45.395     0.000    6.2791   170.33     0.106363   0.109703   0.113147   0.116699  0.120363     39.81    42.35
DuPage County SD #12, IL 262777CT0 06/28/12 01/01/16    100.000    VARIES    1.8474              0.051800   0.051321   0.051320   0.051320               18.56    18.48
DuPage County SD #12, IL 262777CU7 06/28/12 01/01/17    100.000    VARIES    1.9976              0.056054   0.055494   0.055494   0.055493               20.08    19.98
DuPage County SD #12, IL 262777CV5 06/28/12 01/01/18    100.000    VARIES    2.3971              0.067400   0.066596   0.066595   0.066594               24.12    23.97
DuPage County SD #12, IL 262777CW3 06/28/12 01/01/19    100.000    VARIES    2.6969              0.075942   0.074926   0.074925   0.074924               27.16    26.97
DuPage County SD #12, IL 262777CX1 06/28/12 01/01/20    100.000    VARIES    2.8968              0.081653   0.080483   0.080482   0.080481               29.18    28.97
DuPage County SD #12, IL 262777CY9 06/28/12 01/01/21    100.000    VARIES    3.2464              0.091667   0.090200   0.090199   0.090197               32.74    32.47
DuPage County SD #12, IL 262777CZ6 06/28/12 01/01/22    100.000    VARIES    3.7455              0.106026   0.104077   0.104076   0.104074               37.82    37.47
Dune Energy, Inc.        265338AD5 12/22/11 12/15/16    100.000    14.500    N/A                 0.422686   0.445370   0.469271   0.494456  0.520991    157.00   174.30
Dynegy Holdings, Inc.    26816LBA9 12/01/09 06/01/15     85.000     7.500   11.2291    72.99     0.078830   0.083256   0.087930   0.092867  0.098081     29.45    32.85
Dynegy Holdings, Inc.    26816LBB7 12/01/09 06/01/15     85.000     7.500   11.2291    72.99     0.078830   0.083256   0.087930   0.092867  0.098081     29.45    32.85
East Orange NJ           274137WT1 04/14/03 04/01/22     29.893     0.000    6.4698   256.03     0.098149   0.101324   0.104602   0.107986  0.111479     36.49    38.88
East Orange NJ           274137WU8 04/14/03 04/01/23     27.886     0.000    6.4999   240.31     0.092240   0.095238   0.098333   0.101529  0.104829     34.29    36.56
East Orange NJ           274137WV6 04/14/03 04/01/24     26.105     0.000    6.5100   225.42     0.086561   0.089379   0.092288   0.095292  0.098394     32.18    34.31
East Orange NJ           274137WW4 04/14/03 04/01/25     24.381     0.000    6.5300   211.39     0.081242   0.083895   0.086634   0.089463  0.092384     30.21    32.21
East Orange NJ           274137WX2 04/14/03 04/01/26     22.763     0.000    6.5498   198.16     0.076220   0.078716   0.081294   0.083956  0.086705     28.35    30.23
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
East Orange NJ           274137WY0 04/14/03 04/01/27     21.292     0.000    6.5600   185.73     0.071471   0.073815   0.076237   0.078737  0.081320     26.58    28.35
East Orange NJ           274137WZ7 04/14/03 04/01/28     19.913     0.000    6.5699   174.05     0.067005   0.069206   0.071480   0.073828  0.076253     24.92    26.58
Eastern Comm College, IA 276540XU0 06/18/09 06/01/13    103.700     4.000    3.0004              0.083756                                                12.56         
Eastern Comm College, IA 276540XV8 06/01/09 06/01/14    103.173     4.000    3.3062              0.092766   0.092463   0.092155                          33.32    13.82
Eastern Comm College, IA 276540XW6 06/01/09 06/01/15    102.124     4.000    3.6031              0.101030   0.100848   0.100664   0.100475  0.100284     36.33    36.19
Edgar Counties SD #3, IL 279713CH2 10/10/13 12/01/14    102.687     0.000    1.6789                         0.047892   0.048005   0.048408                3.88    15.91
Edgar Counties SD #3, IL 279713CJ8 10/10/13 12/01/15    103.736    VARIES    2.2346                         0.064392   0.064596   0.065318  0.063151      5.22    23.34
Edgar Counties SD #3, IL 279713CK5 10/10/13 12/01/16    103.073    VARIES    2.9854                         0.085478   0.085839   0.087121  0.084551      6.93    31.09
Eksportfinans ASA        282645UV0 05/03/10 02/05/16    100.000     0.000    2.8500              0.084387   0.085589   0.086809   0.088046  0.089301     30.95    31.84
EL Paso Corporation      28336LAA7 02/28/01 02/28/21     45.289     0.000    4.0000   270.98     0.078913   0.079179   0.082101   0.082378  0.085418     29.24    30.43
EL Paso Corporation      28336LAC3 02/28/01 02/28/21     45.289     0.000    4.0000   270.98     0.078913   0.079179   0.082101   0.082378  0.085418     29.24    30.43
EL Paso Corporation      28336LBS7 12/12/08 12/12/13     88.909    12.000   15.2500    83.26     0.077941   0.083884                                     27.65         
EL Paso Corporation      28336LBT5 02/09/09 02/15/16     95.535     8.250    9.1255    21.33     0.017797   0.018609   0.019458   0.020346  0.021274      6.78     7.41
Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21     77.941    VARIES    5.3200              0.198144   0.201879   0.207962   0.211903  0.218308     73.82    77.49
Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23    100.000    VARIES    5.7999              0.196211   0.198239   0.200258   0.202335  0.204472     71.67    73.17
Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23    100.000    VARIES    5.7999              0.196211   0.198239   0.200258   0.202335  0.204472     71.67    73.17
Encore Acquisition Co.   29255WAJ9 04/27/09 05/01/16*    92.228     9.500   11.1255    33.49     0.030912                                                 3.71*        
Euronet Worldwide, Inc.  298736AE9 10/04/05 10/15/25*   100.000    VARIES    N/A                 0.342903   0.350887                                     92.15*        
Euronet Worldwide, Inc.  298736AF6 10/04/05 10/15/25*   100.000    VARIES    N/A                 0.342903   0.350887                                     92.15*        
European Investment Bank 298785DW3 03/10/06 03/10/21     44.672     0.000    5.4449   197.33     0.095803   0.098411   0.101090   0.103843  0.106670     35.55    37.51
First Citizens Bancorp   30244CAC0 03/24/98 03/15/28    100.000     8.250    8.2499              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50
FPL Group Inc.           302570BF2 05/26/09 06/01/14     98.500    VARIES    4.3841              0.122509   0.122272   0.122029                          44.05    18.30
FPL Group Inc.           302570BK1 09/21/10 09/01/15     98.500    VARIES    2.7001              0.075009   0.075309   0.075613   0.075464  0.075313     27.13    27.16
FPL Group Inc.           302571609 05/26/09 06/01/14     98.500    VARIES    4.3841              0.122509   0.122272   0.122029                          44.05    18.30
Freddie Mac              3128X0AS8 10/03/02 01/02/13     63.710     0.000    4.4476   362.78     0.120858                                                  .12         
Freddie Mac              3128X0AT6 10/03/02 01/02/22     36.810     0.000    5.2599   258.51     0.089222   0.091568   0.093976   0.096448  0.098984     33.39    35.17
Freddie Mac              3128X0AU3 10/03/02 01/02/30     23.710     0.000    5.3523   170.25     0.058993   0.060572   0.062193   0.063858  0.065566     22.09    23.29
Freddie Mac              3128X0AV1 10/03/02 04/15/32     21.010     0.000    5.3530   150.90     0.053079   0.054500   0.055958   0.057456  0.058994     19.58    20.65
Freddie Mac              3128X0AW9 10/03/02 06/15/32     20.810     0.000    5.3554   149.55     0.053079   0.054500   0.055959   0.057458  0.058996     19.41    20.46
Freddie Mac              3128X0AX7 10/03/02 09/15/32     20.510     0.000    5.3601   147.56     0.051692   0.053078   0.054500   0.055961  0.057461     19.16    20.20
Freddie Mac              3128X0AY5 10/03/02 12/15/32     20.210     0.000    5.3650   145.57     0.051690   0.053077   0.054501   0.055963  0.057464     18.90    19.93
Freddie Mac              3128X0AZ2 10/03/02 01/02/34     19.160     0.000    5.3582   137.77     0.047752   0.049031   0.050345   0.051693  0.053078     17.88    18.86
Freddie Mac              3128X2SH9 01/30/04 04/01/13     66.275     0.000    4.5362   326.16     0.123212                                                11.09         
Freddie Mac              3128X2SJ5 01/30/04 10/01/13     64.227     0.000    4.6310   324.04     0.122883   0.125728                                     33.69         
Freddie Mac              3128X2SK2 01/30/04 04/01/14     62.210     0.000    4.7217   321.30     0.122292   0.125179   0.128134                          45.07    11.53
Freddie Mac              3128X2SL0 01/30/04 10/01/14     60.256     0.000    4.8040   317.79     0.121358   0.124273   0.127258   0.130315               44.74    34.91
Freddie Mac              3128X2SM8 01/30/04 04/01/15     58.361     0.000    4.8793   313.66     0.120149   0.123080   0.126083   0.129159  0.132310     44.32    46.50
Freddie Mac              3128X2SN6 01/30/04 10/01/15     56.535     0.000    4.9468   308.97     0.118674   0.121610   0.124618   0.127700  0.130858     43.79    45.98
Freddie Mac              3128X2SP1 01/30/04 04/01/16     54.741     0.000    5.0126   304.03     0.117087   0.120021   0.123029   0.126113  0.129274     43.21    45.41
Freddie Mac              3128X2SQ9 01/30/04 10/01/16     52.987     0.000    5.0758   298.84     0.115379   0.118307   0.121310   0.124389  0.127546     42.60    44.79
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X2SR7 01/30/04 04/01/17     51.299     0.000    5.1327   293.30     0.113502   0.116415   0.119402   0.122467  0.125610     41.92    44.10
Freddie Mac              3128X2SS5 01/30/04 10/01/17     49.661     0.000    5.1861   287.57     0.111522   0.114413   0.117380   0.120424  0.123547     41.20    43.36
Freddie Mac              3128X2ST3 01/30/04 04/01/18     48.064     0.000    5.2374   281.72     0.109477   0.112344   0.115286   0.118305  0.121403     40.45    42.60
Freddie Mac              3128X2SU0 01/30/04 10/01/18     46.530     0.000    5.2834   275.69     0.107332   0.110167   0.113078   0.116065  0.119131     39.67    41.79
Freddie Mac              3128X2SV8 01/30/04 04/01/19     45.040     0.000    5.3272   269.59     0.105144   0.107945   0.110820   0.113772  0.116802     38.87    40.96
Freddie Mac              3128X2SW6 01/30/04 10/01/19     43.600     0.000    5.3679   263.44     0.102912   0.105674   0.108511   0.111423  0.114414     38.05    40.12
Freddie Mac              3128X2SX4 01/30/04 04/01/20     42.215     0.000    5.4047   257.24     0.100639   0.103358   0.106151   0.109020  0.111966     37.22    39.25
Freddie Mac              3128X2SY2 01/30/04 10/01/20     40.880     0.000    5.4384   251.04     0.098343   0.101017   0.103764   0.106586  0.109484     36.37    38.38
Freddie Mac              3128X34E0 03/01/05 03/28/13     70.400     0.000    4.3936   285.61     0.119422                                                10.39         
Freddie Mac              3128X4AC5 04/19/05 04/15/14     65.973     0.000    4.6809   282.44     0.121308   0.124148   0.127053                          44.62    13.21
Freddie Mac              3128X4AD3 04/19/05 12/15/14     63.722     0.000    4.7214   275.58     0.119464   0.122284   0.125171   0.128126               43.61    43.59
Freddie Mac              3128X4AE1 04/19/05 04/15/17     56.285     0.000    4.8518   251.36     0.108621   0.111256   0.113955   0.116719  0.119551     39.98    41.95
Freddie Mac              3128X4GK1 08/04/05 06/01/13     70.468     0.000    4.5226   276.89     0.122851                                                18.43         
Freddie Mac              3128X4HU8 08/12/05 01/10/13     71.011     0.000    4.6724   288.75     0.126827                                                 1.14         
Freddie Mac              3128X4S77 03/24/06 06/20/16     59.540     0.000    5.1280   243.51     0.119313   0.122372   0.125510   0.128728  0.132029     43.57    45.83
Freddie Mac              3128X4U41 03/28/06 04/09/14     66.671     0.000    5.1122   271.16     0.131651   0.135016   0.138467                          48.56    13.57
Freddie Mac              3128X52H0 04/03/07 04/02/37     21.177     0.000    5.2421    73.33     0.040984   0.042058   0.043161   0.044292  0.045453     15.14    15.95
Freddie Mac              3128X52U1 04/04/07 07/31/14     70.210     0.000    4.8862   224.47     0.123237   0.126247   0.129332   0.132491               45.83    27.60
Freddie Mac              3128X53Z9 04/13/07 04/30/13     74.533     0.000    4.9196   238.80     0.133376                                                15.87         
Freddie Mac              3128X54N5 04/18/07 12/30/14     68.522     0.000    4.9690   221.40     0.125124   0.128232   0.131418   0.134684               45.61    47.77
Freddie Mac              3128X55E4 05/04/07 05/04/37     16.728     0.000    6.0499    67.12     0.039018   0.040198   0.041414   0.042667  0.043958     14.40    15.28
Freddie Mac              3128X5FS2 07/21/06 06/28/13     69.242     0.000    5.3695   281.87     0.145253                                                25.71         
Freddie Mac              3128X5LK2 10/02/06 10/02/34     24.784     0.000    5.0446    90.52     0.046829   0.048010   0.049221   0.050463  0.051736     17.28    18.17
Freddie Mac              3128X5MY1 10/25/06 05/30/14     68.360     0.000    5.0693   248.11     0.130629   0.133940   0.137335                          47.83    20.46
Freddie Mac              3128X5P69 03/09/07 09/15/15     66.760     0.000    4.8010   212.00     0.115669   0.118446   0.121289   0.124201  0.127183     42.74    44.81
Freddie Mac              3128X5R26 03/14/07 06/01/13     74.414     0.000    4.8117   236.28     0.130520                                                19.58         
Freddie Mac              3128X6AX4 05/24/07 09/30/14     69.050     0.000    5.1017   225.31     0.128131   0.131400   0.134752   0.138189               47.32    36.87
Freddie Mac              3128X6GT7 07/10/07 09/30/14     67.455     0.000    5.5250   234.70     0.137624   0.141425   0.145332   0.149347               50.93    39.82
Freddie Mac              3128X6HU3 07/20/07 09/28/18     54.270     0.000    5.5370   188.18     0.110829   0.113897   0.117050   0.120291  0.123621     41.03    43.33
Freddie Mac              3128X6NN2 10/02/07 05/10/13     77.376     0.000    4.6276   210.03     0.125639                                                16.21         
Freddie Mac              3128X6PP5 10/11/07 07/02/15     68.530     0.000    4.9512   199.49     0.118765   0.121705   0.124718   0.127805  0.130969     44.35    46.57
Freddie Mac              3128X6QB5 10/19/07 08/31/15     68.362     0.000    4.8939   195.74     0.116939   0.117847   0.122731   0.123685  0.128811     43.56    45.72
Freddie Mac              3128X6QE9 10/19/07 08/30/13     76.143     0.000    4.7019   208.45     0.123309   0.125518                                     30.12         
Freddie Mac              3128X6QQ2 11/01/07 06/28/13     77.875     0.000    4.4676   199.76     0.121390                                                21.49         
Freddie Mac              3128X6TL0 12/20/07 08/15/13     80.325     0.000    3.9128   172.96     0.104559   0.106605                                     23.79         
Freddie Mac              3128X6WP7 12/21/07 12/21/37     22.860     0.000    4.9802    64.15     0.040443   0.041450   0.042483   0.043541  0.044625     14.76    15.51
Freddie Mac              3128X74S0 11/04/08 11/15/38     26.387     0.000    4.4860    53.48     0.039320   0.040202   0.041103   0.042025  0.042968     14.40    15.05
Freddie Mac              3128X75U4 11/24/08 11/15/38     27.529     0.000    4.3499    53.18     0.039470   0.040328   0.041205   0.042102  0.043017     14.44    15.08
Freddie Mac              3128X7A61 06/05/08 10/10/14     76.930     0.000    4.1743   160.04     0.106759   0.108987   0.111262   0.113584               39.20    31.46
Freddie Mac              3128X7N59 06/30/08 06/30/38     21.820     0.000    5.1394    56.01     0.039141   0.040147   0.041179   0.042237  0.043322     14.27    15.02
Freddie Mac              3128X8DG4 12/29/08 02/15/39     40.774     0.000    2.9999    51.67     0.037854   0.038422   0.038999   0.039584  0.040177     13.89    14.31
Freddie Mac              3128X9MF4 11/10/09 09/15/36     29.930     0.000    4.5438    45.41     0.042935   0.043911   0.044908   0.045928  0.046972     15.84    16.57
Freddie Mac              3128X9MG2 11/10/09 12/15/36     29.600     0.000    4.5433    44.89     0.042935   0.043911   0.044908   0.045928  0.046972     15.66    16.38
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              312902LX5 12/17/99 12/17/29     14.255     0.000    6.6001   189.88     0.060790   0.062796   0.064868   0.067009  0.069220     22.30    23.80
Freddie Mac              312902VG1 04/25/00 01/04/21     25.643     0.000    6.6857   334.15     0.106189   0.109738   0.113407   0.117198  0.121116     40.14    42.87
Freddie Mac              312902VH9 04/25/00 01/04/22     24.042     0.000    6.6795   312.87     0.099395   0.102714   0.106145   0.109689  0.113353     37.57    40.13
Freddie Mac              312902VJ5 04/25/00 01/04/23     22.536     0.000    6.6749   292.97     0.093053   0.096159   0.099368   0.102684  0.106111     35.18    37.56
Freddie Mac              312902VK2 04/25/00 01/04/24     21.145     0.000    6.6664   274.38     0.087111   0.090014   0.093015   0.096115  0.099319     32.93    35.16
Freddie Mac              312902VL0 04/25/00 01/04/25     20.007     0.000    6.6235   257.20     0.081478   0.084177   0.086965   0.089845  0.092820     30.79    32.86
Freddie Mac              312902VM8 04/25/00 01/04/26     18.780     0.000    6.6160   241.03     0.076327   0.078852   0.081460   0.084155  0.086938     28.84    30.78
Freddie Mac              312902VN6 04/25/00 01/04/27     17.654     0.000    6.6033   225.95     0.071507   0.073868   0.076307   0.078826  0.081429     27.02    28.83
Freddie Mac              312902VT3 04/25/00 01/04/13     43.203     0.000    6.7221   567.43     0.180655                                                  .54         
Freddie Mac              312902VU0 04/25/00 01/04/14     40.436     0.000    6.7227   531.15     0.169109   0.174794   0.180669                          63.95      .54
Freddie Mac              312902VV8 04/25/00 01/04/18     31.141     0.000    6.7034   407.36     0.129569   0.133912   0.138401   0.143039  0.147834     48.99    52.33
Freddie Mac              312902VW6 04/25/00 01/04/19     29.163     0.000    6.7017   381.34     0.121284   0.125348   0.129548   0.133889  0.138375     45.86    48.98
Freddie Mac              312902VX4 04/25/00 01/04/20     27.313     0.000    6.6997   356.99     0.113529   0.117332   0.121263   0.125325  0.129523     42.92    45.85
Freddie Mac              312902WK1 04/25/00 01/04/15     37.975     0.000    6.6992   496.30     0.157827   0.163114   0.168578   0.174224  0.180060     59.67    63.74
Freddie Mac              312902WL9 04/25/00 01/04/16     35.607     0.000    6.6893   464.35     0.147593   0.152529   0.157631   0.162903  0.168352     55.80    59.59
Freddie Mac              312902WM7 04/25/00 01/04/17     33.256     0.000    6.7048   435.15     0.138421   0.143062   0.147858   0.152814  0.157937     52.34    55.91
Federal Home Loan Banks  3133734F6 04/15/11 04/15/16    100.000    VARIES    2.5160              0.071403   0.071714   0.071722   0.071730  0.071430     25.79    25.80
Federal Home Loan Banks  3133736X5 03/30/11 03/30/16    100.000    VARIES    2.4313              0.068868   0.069141   0.069148   0.069154  0.068891     24.87    24.87
Federal Home Loan Banks  3133737L0 04/13/11 04/13/17    100.000    VARIES    2.7757              0.079065   0.079530   0.079693   0.079858  0.079717     28.60    28.72
Federal Home Loan Banks  313373B84 04/13/11 04/13/17    100.000    VARIES    2.7757              0.079065   0.079530   0.079693   0.079858  0.079717     28.60    28.72
Federal Home Loan Banks  313373D74 04/21/11 04/21/16    100.000    VARIES    2.4737              0.070136   0.070427   0.070435   0.070442  0.070160     25.32    25.34
Federal Home Loan Banks  313373DU3 04/25/11 04/25/14    100.000    VARIES    1.3833              0.038703   0.038704   0.038566                          13.92     4.40
Federal Home Loan Banks  313373NU2 04/28/11 04/28/15    100.000    VARIES    2.3656              0.066850   0.067018   0.066859   0.066699  0.066208     24.10    24.00
Federal Home Loan Banks  313373YM8 05/26/11 11/26/14    100.000    VARIES    1.7361              0.048802   0.048804   0.048709   0.048517               17.57    15.80
Federal Home Loan Banks  313374CU2 07/06/11 07/06/18    100.000    VARIES    2.0867              0.058742   0.058939   0.059138   0.059142  0.059146     21.25    21.29
Federal Home Loan Banks  313376GF6 11/17/11 05/15/13    100.000     0.000    0.3095              0.008625                                                 1.16         
Federal Home Loan Banks  313376MH5 12/12/11 01/08/13    100.000     0.000    0.2098              0.005838                                                  .04         
Federal Home Loan Banks  313379HU6 06/05/12 06/05/17    100.000    VARIES    0.8042              0.022180   0.022157   0.022162   0.022168  0.022187      7.98     7.98
Federal Home Loan Banks  3133836A4 05/22/13 05/22/19    100.000    VARIES    1.0915                         0.030321   0.029956   0.029892  0.029934      6.63    10.77
Federal Home Loan Banks  313383JM4 06/27/13 06/27/19    100.000    VARIES    1.3128                         0.036468   0.035933   0.035918  0.035971      6.71    12.93
Federal Home Loan Banks  313383MU2 07/11/13 07/11/19    100.000    VARIES    1.7140                                    0.047614   0.046831  0.046786      8.09    16.86
Federal Home Loan Banks  313383NN7 07/17/13 07/17/19    100.000    VARIES    1.7803                                    0.049453   0.048471  0.048439      8.11    17.46
Freddie Mac              3134A1BU3 09/25/96 06/01/16     23.214     0.000    7.5580   544.03     0.161935   0.168054   0.174405   0.180996  0.187836     59.77    64.38
Freddie Mac              3134A1CT5 10/21/96 09/15/16     23.550     0.000    7.3996   528.58     0.153703   0.159390   0.165287   0.171403  0.177744     57.58    61.92
Freddie Mac              3134A1DL1 11/01/96 02/01/16     25.038     0.000    7.3237   550.78     0.158160   0.163951   0.169955   0.176178  0.182630     59.75    64.21
Freddie Mac              3134A1FK1 11/20/96 09/03/19     20.641     0.000    7.0454   423.70     0.120533   0.124779   0.129174   0.133725  0.138435     45.18    48.41
Freddie Mac              3134A1H60 10/22/97 06/03/24     16.813     0.000    6.8126   297.15     0.087585   0.090569   0.093654   0.096844  0.100143     32.24    34.47
Freddie Mac              3134A1HH6 12/23/96 12/01/15     26.483     0.000    7.1396   550.20     0.160686   0.166422   0.172363   0.178516  0.184889     59.23    63.53
Freddie Mac              3134A1HU7 12/27/96 12/02/19     19.720     0.000    7.2067   415.55     0.121955   0.126350   0.130903   0.135620  0.140506     44.95    48.25
Freddie Mac              3134A1JD3 12/31/96 12/01/14     28.804     0.000    7.0673   587.39     0.170856   0.176893   0.183144   0.189616               62.96    61.60
Freddie Mac              3134A1MX5 02/12/97 02/01/14     30.030     0.000    7.2159   625.86     0.180224   0.186726   0.193463                          68.04     5.80
Freddie Mac              3134A1MY3 02/12/97 02/01/20     19.238     0.000    7.3061   409.20     0.118482   0.122810   0.127296   0.131947  0.136767     44.75    48.08
Freddie Mac              3134A1MZ0 02/12/97 03/01/16     25.716     0.000    7.2560   540.90     0.157057   0.162755   0.168660   0.174779  0.181120     58.96    63.31
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134A1NA4 02/12/97 01/02/19     20.877     0.000    7.2857   442.02     0.127104   0.131734   0.136533   0.141507  0.146662     48.28    51.86
Freddie Mac              3134A1X39 12/11/97 06/01/15     33.207     0.000    6.4099   526.57     0.152071   0.156945   0.161975   0.167167  0.172524     55.92    59.56
Freddie Mac              3134A2G77 12/28/98 11/15/28     20.230     0.000    5.4198   225.65     0.063986   0.065720   0.067501   0.069331  0.071209     23.51    24.80
Freddie Mac              3134A2HF8 06/30/98 11/24/14     38.078     0.000    5.9744   513.61     0.147524   0.151931   0.156470   0.161144               54.23    51.38
Freddie Mac              3134A2HG6 06/30/98 12/11/25     19.896     0.000    5.9699   268.04     0.077188   0.079492   0.081865   0.084308  0.086825     28.30    30.01
Freddie Mac              3134A2NQ7 07/30/98 08/15/14     37.992     0.000    6.1246   526.93     0.150793   0.155411   0.160170   0.165075               56.39    36.76
Freddie Mac              3134A3D29 09/09/99 08/15/27     14.928     0.000    6.9258   220.27     0.069283   0.071682   0.074165   0.076733  0.079390     26.04    27.87
Freddie Mac              3134A3ZU3 08/02/99 12/14/29     15.469     0.000    6.2410   198.12     0.060985   0.062888   0.064850   0.066874  0.068961     22.36    23.78
Freddie Mac              3134G1EA8 05/10/10 06/10/15     88.082     0.000    2.5118    60.06     0.065553   0.066376   0.067210   0.068054  0.068909     23.78    24.38
Freddie Mac              3134G1GH1 07/01/10 05/15/13     95.662     0.000    1.5498    37.65     0.042720                                                 5.72         
Freddie Mac              3134G1TJ3 09/24/10 09/24/40*    27.661     0.000    4.3300    28.26     0.036246   0.037031                                      9.67*        
Freddie Mac              3134G1TV6 09/27/10 09/27/40*    26.782     0.000    4.4400    27.98     0.036064   0.036864                                      9.74*        
Freddie Mac              3134G1UN2 09/28/10 09/28/40*    26.315     0.000    4.4999    27.84     0.035955                                                 3.13*        
Freddie Mac              3134G1XY5 11/18/10 05/15/15     94.752     0.000    1.2037    24.41     0.032449   0.032645   0.032841   0.033039  0.033238     11.73    11.88
Freddie Mac              3134G25L2 11/10/11 06/01/13     99.553     0.000    0.2876     3.27     0.007980                                                 1.20         
Freddie Mac              3134G25M0 11/10/11 07/01/13     99.495     0.000    0.3086     3.51     0.008560                                                 1.54         
Freddie Mac              3134G25N8 11/10/11 08/01/13     99.428     0.000    0.3328     3.78     0.009214   0.009229                                      1.94         
Freddie Mac              3134G25P3 11/10/11 09/01/13     99.353     0.000    0.3592     4.08     0.009943   0.009961                                      2.39         
Freddie Mac              3134G25Q1 11/10/11 10/01/13     99.288     0.000    0.3780     4.29     0.010463   0.010482                                      2.83         
Freddie Mac              3134G25R9 11/10/11 12/01/13     99.135     0.000    0.4225     4.79     0.011687   0.011712                                      3.86         
Freddie Mac              3134G25S7 11/10/11 01/01/14     99.053     0.000    0.4447     5.04     0.012300   0.012327                                      4.43         
Freddie Mac              3134G25T5 11/10/11 02/01/14     98.967     0.000    0.4671     5.29     0.012887   0.012917   0.012948                           4.65      .39
Freddie Mac              3134G25U2 11/10/11 03/01/14     98.890     0.000    0.4841     5.47     0.013350   0.013383   0.013415                           4.82      .80
Freddie Mac              3134G25V0 11/10/11 04/01/14     98.810     0.000    0.5011     5.66     0.013817   0.013851   0.013886                           4.99     1.25
Freddie Mac              3134G25W8 11/10/11 05/01/14     98.725     0.000    0.5191     5.86     0.014309   0.014346   0.014383                           5.16     1.73
Freddie Mac              3134G25X6 11/10/11 06/01/14     98.634     0.000    0.5383     6.07     0.014834   0.014873   0.014914                           5.35     2.24
Freddie Mac              3134G25Y4 11/10/11 07/01/14     98.551     0.000    0.5532     6.24     0.015242   0.015284   0.015326                           5.49     2.76
Freddie Mac              3134G25Z1 11/10/11 08/01/14     98.462     0.000    0.5695     6.42     0.015642   0.015687   0.015731   0.015776                5.65     3.31
Freddie Mac              3134G26B3 11/10/11 09/01/14     98.368     0.000    0.5867     6.60     0.016109   0.016156   0.016203   0.016251                5.82     3.90
Freddie Mac              3134G26C1 11/10/11 10/01/14     98.283     0.000    0.5998     6.74     0.016463   0.016512   0.016562   0.016611                5.94     4.48
Freddie Mac              3134G26D9 11/10/11 11/01/14     98.186     0.000    0.6162     6.92     0.016910   0.016962   0.017014   0.017067                6.10     5.11
Freddie Mac              3134G26E7 11/10/11 12/01/14     98.101     0.000    0.6278     7.05     0.017223   0.017278   0.017332   0.017386                6.21     5.73
Freddie Mac              3134G26F4 11/10/11 01/01/15     97.981     0.000    0.6502     7.29     0.017830   0.017887   0.017946   0.018004                6.43     6.47
Freddie Mac              3134G2CT7 04/01/11 04/01/14    100.000    VARIES    1.2448              0.034794   0.034794   0.034687                          12.52     3.12
Freddie Mac              3134G2CV2 04/01/11 04/01/16    100.000    VARIES    2.1989              0.062124   0.062463   0.062615   0.062769  0.062543     22.47    22.56
Freddie Mac              3134G2JA1 05/18/11 02/15/13     99.131     0.000    0.5017     8.08     0.013902                                                  .61         
Freddie Mac              3134G2JB9 05/18/11 08/15/13     98.365     0.000    0.7366    11.79     0.020313   0.020388                                      4.56         
Freddie Mac              3134G2JC7 05/18/11 02/15/14     97.359     0.000    0.9785    15.52     0.026786   0.026917   0.027048                           9.70     1.19
Freddie Mac              3134G2JD5 05/18/11 02/15/15     94.531     0.000    1.5086    23.30     0.040360   0.040665   0.040972   0.041281  0.041592     14.67    14.89
Freddie Mac              3134G2JE3 05/18/11 02/15/16     91.147     0.000    1.9642    29.33     0.050955   0.051455   0.051961   0.052471  0.052986     18.57    18.94
Freddie Mac              3134G2N40 09/19/11 08/01/13     99.354     0.000    0.3474     4.44     0.009619   0.009635                                      2.02         
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134G2N57 09/19/11 02/15/15     97.686     0.000    0.6886     8.66     0.018802   0.018867   0.018932   0.018997  0.019063      6.80     6.85
Freddie Mac              3134G2N65 09/19/11 08/01/15     96.933     0.000    0.8071    10.07     0.021887   0.021975   0.022064   0.022153  0.022242      7.92     7.99
Freddie Mac              3134G2NU2 06/23/11 10/01/13     98.610     0.000    0.6169     9.29     0.017032   0.017084                                      4.61         
Freddie Mac              3134G2Z62 10/06/11 03/01/14     98.600     0.000    0.5876     7.18     0.016179   0.016227   0.016275                           5.84      .98
Freddie Mac              3134G35Q9 02/19/13 02/01/16     98.624     0.000    0.4702                         0.012882   0.012909   0.012940  0.012970      4.02     4.66
Freddie Mac              3134G3D72 08/03/12 08/01/15     98.910     0.000    0.3663     1.49     0.010063   0.010083   0.010102   0.010120  0.010139      3.63     3.65
Freddie Mac              3134G3D80 08/03/12 03/01/16     98.331     0.000    0.4709     1.90     0.012869   0.012899   0.012930   0.012960  0.012991      4.65     4.67
Freddie Mac              3134G3D98 08/03/12 08/01/16     97.750     0.000    0.5705     2.29     0.015486   0.015535   0.015579   0.015624  0.015668      5.60     5.63
Freddie Mac              3134G3DM9 12/21/11 02/14/14     99.040     0.000    0.4497     4.58     0.012409   0.012437   0.012464                           4.48      .54
Freddie Mac              3134G3G87 09/05/12 02/01/16     97.910     0.000    0.6211     1.96     0.016893   0.016936   0.016989   0.017041  0.017094      6.10     6.14
Freddie Mac              3134G3GA2 12/15/11 12/27/13    100.000     0.000    0.4484              0.012515   0.012543                                      4.46         
Freddie Mac              3134G3H60 08/29/12 02/12/16     98.330     0.000    0.4883     1.63     0.013338   0.013368   0.013401   0.013433  0.013466      4.82     4.84
Freddie Mac              3134G3H86 09/05/12 08/01/14     99.460     0.000    0.2843      .91     0.007855   0.007865   0.007876   0.007887                2.83     1.66
Freddie Mac              3134G3P87 09/27/12 12/01/14     99.325     0.000    0.3112      .81     0.008592   0.008605   0.008618   0.008632                3.10     2.85
Freddie Mac              3134G3PQ7 02/13/12 02/13/15     98.625     0.000    0.4620     4.03     0.012687   0.012717   0.012746   0.012776  0.012805      4.58     4.60
Freddie Mac              3134G3S68 10/18/12 08/15/14     99.525     0.000    0.2610      .53     0.007213   0.007223   0.007233   0.007242                2.60     1.62
Freddie Mac              3134G3TD2 04/11/12 02/15/15     98.584     0.000    0.5019     3.58     0.013770   0.013805   0.013839   0.013874  0.013909      4.97     5.00
Freddie Mac              3134G3TF7 03/20/12 03/01/16     96.961     0.000    0.7833     5.94     0.021173   0.021256   0.021339   0.021422  0.021506      7.66     7.72
Freddie Mac              3134G3UA6 04/19/12 08/01/15     97.653     0.000    0.7246     4.96     0.019696   0.019767   0.019839   0.019911  0.019983      7.12     7.18
Freddie Mac              3134G3UB4 05/01/12 05/01/15     98.095     0.000    0.6421     4.20     0.017554   0.017610   0.017667   0.017724  0.017781      6.34     6.38
Freddie Mac              3134G3UE8 05/08/12 07/01/15     98.190     0.000    0.5811     3.70     0.015912   0.015958   0.016004   0.016051                5.74     5.77
Freddie Mac              3134G3UG3 05/23/12 02/13/15     98.720     0.000    0.4737     2.83     0.013006   0.013036   0.013067   0.013098  0.013129      4.70     4.72
Freddie Mac              3134G3UN8 05/22/12 02/28/14     99.444     0.000    N/A                 0.008645   0.008518   0.008673                           3.14      .50
Freddie Mac              3134G3UP3 05/22/12 02/27/15     98.622     0.000    0.5026     3.02     0.013788   0.013823   0.013858   0.013892  0.013927      4.98     5.00
Freddie Mac              3134G3WQ9 06/28/12 01/30/15     98.590     0.000    0.5492     2.75     0.015049   0.015090   0.015132   0.015173  0.015215      5.44     5.47
Freddie Mac              3134G3WS5 06/28/12 02/01/16     97.180     0.000    0.7979     3.94     0.021557   0.021643   0.021729   0.021816  0.021903      7.80     7.86
Freddie Mac              3134G3X62 12/12/12 09/30/14     99.515     0.000    0.2698      .14     0.007459   0.007466   0.007476   0.007486                2.69     2.01
Freddie Mac              3134G3Y46 12/18/12 08/15/15     99.022     0.000    N/A                 0.010178   0.010184   0.010203   0.010222  0.010241      3.67     3.68
Freddie Mac              3134G4AL2 07/02/13 02/27/15     99.540     0.000    0.2791                         0.007710   0.007722   0.007732  0.007743      1.38     2.78
Freddie Mac              3134G4AN8 07/02/13 09/01/15     99.150     0.000    0.3948                         0.010873   0.010882   0.010904  0.010925      1.95     3.93
Freddie Mac              3134G4AV0 06/13/13 01/30/15     99.602     0.000    0.2447                         0.006760   0.006773   0.006781  0.006789      1.34     2.44
Freddie Mac              3134G4HE1 10/02/13 05/01/15     99.559     0.000    0.2796                         0.007533   0.007693   0.007578  0.007714       .70     2.79
Freddie Mac              3134G4HF8 10/02/13 10/30/15     99.118     0.000    0.4270                         0.011540   0.011633   0.011594  0.011683      1.06     4.24
Freddie Mac              3134G4HG6 10/02/13 04/01/15     99.671     0.000    0.2202                                    0.006030   0.006004  0.006043       .55     2.20
Freddie Mac              3134G4HH4 10/02/13 09/30/16     97.752     0.000    0.7607                                    0.020425   0.020394  0.020584      1.86     7.46
Freddie Mac              3134G4HP6 10/04/13 10/30/15     99.186     0.000    0.3950                         0.010682   0.010767   0.010729  0.010810       .96     3.93
Freddie Mac              3134G4HQ4 10/04/13 07/31/15     99.463     0.000    0.2955                                    0.007982   0.008127  0.008006       .71     2.94
Freddie Mac              3134G4JC3 11/07/13 05/01/15     99.545     0.000    0.3076                                    0.008507   0.008520  0.008533       .46     3.07
Freddie Mac              3134G4JD1 11/07/13 04/29/16     98.527     0.000    0.5997                                    0.016412   0.016463  0.016512       .89     5.92
Freddie Mac              3134G4JS8 10/18/13 03/01/16     98.742     0.000    0.5348                                    0.014583   0.014379  0.014656      1.09     5.29
Freddie Mac              3134G4LE6 11/22/13 11/22/16    100.000    VARIES    1.2224                                    0.033958   0.034091  0.034225      1.32    12.26
Fannie Mae               31359MEL3 01/29/99 06/01/17     34.790     0.000    5.8405   427.63     0.125211   0.128867   0.132631   0.136504  0.140490     45.96    48.68
Fannie Mae               3136F1EQ9 12/27/01 03/17/31     16.751     0.000    6.2082   160.97     0.055649   0.057376   0.059157   0.060993  0.062887     20.71    22.01
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F2B31 12/20/02 12/30/32     19.252     0.000    5.5626   141.29     0.051572   0.053006   0.054480   0.055996  0.057553     18.83    19.89
Fannie Mae               3136F3LA2 04/04/03 10/03/33     20.285     0.000    5.2999   134.84     0.049079   0.050380   0.051715   0.053085  0.054492     18.13    19.11
Fannie Mae               3136F3ZC3 06/09/03 12/15/33     23.674     0.000    N/A                 0.049660   0.050854   0.052076   0.053327  0.054608     18.13    19.01
Fannie Mae               3136F4R55 01/07/04 12/15/34     18.268     0.000    5.5708   116.61     0.046199   0.047486   0.048808   0.050168  0.051565     16.90    17.86
Fannie Mae               3136F6G86 02/24/05 02/15/15     63.549     0.000    4.5968   272.61     0.113976   0.116596   0.119276   0.122017  0.124822     42.22    44.19
Fannie Mae               3136F7NJ2 11/15/05 02/28/14     67.000     0.000    4.8887   275.56     0.125610   0.126583   0.131826                          46.79     7.65
Fannie Mae               3136F7NM5 11/15/05 11/15/30     26.938     0.000    5.3159   122.18     0.057430   0.058957   0.060524   0.062133  0.063784     21.09    22.23
Fannie Mae               3136F7Q34 07/14/06 10/31/14     63.950     0.000    5.4603   266.67     0.136183   0.139901   0.143721   0.147645               50.16    43.68
Fannie Mae               3136F7QX8 01/06/06 10/10/13     69.750     0.000    4.6951   267.24     0.124507   0.127430                                     35.26         
Fannie Mae               3136F8JD8 03/16/07 05/31/13     74.650     0.000    4.7639   234.24     0.129252                                                19.26         
Fannie Mae               3136F8JY2 03/30/07 04/10/13     75.160     0.000    4.7935   235.53     0.130037                                                12.87         
Fannie Mae               3136F8LJ2 05/16/07 10/01/29*    60.778     0.000    N/A                 0.069117                                                 3.83*        
Fannie Mae               3136F8LW3 05/03/07 06/01/15     75.398     0.000    N/A                 0.078221   0.073392   0.073187   0.068004  0.067802     27.14    25.25
Fannie Mae               3136F8NZ4 06/11/07 12/10/14     66.600     0.000    5.4956   234.12     0.136971   0.140734   0.144602   0.148575               50.15    49.74
Fannie Mae               3136F8P25 02/08/08 02/08/38*    16.973     0.000    6.0000    57.00     0.036108                                                 1.37*        
Fannie Mae               3136F8QH1 07/11/07 02/28/14     69.767     0.000    5.4960   241.44     0.139965   0.141466   0.147763                          52.32     8.57
Fannie Mae               3136F8QM0 07/30/07 07/30/37     12.693     0.000    7.0001    57.38     0.034816   0.036034   0.037295   0.038601  0.039952     13.13    14.06
Fannie Mae               3136F8UT0 11/06/07 05/01/14*    95.257     0.000    N/A                 0.006235                                                  .56*        
Fannie Mae               3136F9B44 08/07/08 12/01/13     84.261     0.000    N/A                 0.072279   0.072013                                     23.80         
Fannie Mae               3136F9E25 09/04/08 04/01/14*    83.238     0.000    N/A                 0.093625                                                 8.43*        
Fannie Mae               3136G04B4 11/15/12 12/01/15     98.641     0.000    0.4499      .57     0.012331   0.012359   0.012387   0.012415  0.012442      4.45     4.47
Fannie Mae               3136G04C2 11/15/12 03/01/16     98.378     0.000    0.4969      .62     0.013578   0.013601   0.013635   0.013668  0.013702      4.90     4.92
Fannie Mae               3136G1SZ3 08/15/13 07/01/18     95.481     0.000    0.9502                         0.025197   0.025293   0.025413                3.43     9.13
FelCor Lodging Limited   31430QAZ0 10/01/09 10/01/14     87.750    10.000   13.4435    70.45     0.073737   0.078694   0.083984   0.089629               28.36    23.69
FelCor Lodging Limited   31430QBA4 10/01/09 10/01/14     87.750    10.000   13.4435    70.45     0.073737   0.078694   0.083984   0.089629               28.36    23.69
FiberTower Corporation   31567RAF7 12/22/09 01/01/16    100.000     9.000    N/A                 0.298961   0.307930   0.317168   0.326683              109.24   115.89
FiberTower Corporation   31567RAG5 12/22/09 01/01/16    100.000     9.000    N/A                 0.298961   0.307930   0.317168   0.326683              109.24   115.89
First Data Corporation.  319963AN4 10/24/07 09/24/15*    94.796     9.875   10.8718    29.05     0.020156   0.021251                                      2.33*        
First Data Corporation.  319963AP9 10/24/07 09/24/15*    94.796     9.875   10.8718    29.05     0.020156   0.021251                                      2.33*        
First Data Corporation.  319963AY0 12/17/10 01/15/21     94.750     8.250    9.0551     7.22     0.010536   0.011013   0.011511   0.012033  0.012577      4.04     4.41
First Data Corporation.  319963AZ7 12/17/10 01/15/22     95.625    VARIES    N/A                 0.299279   0.313796   0.329017   0.344976  0.345787    115.29   124.10
First Data Corporation.  319963BA1 12/15/10 01/15/21     91.875    12.625   14.1624     8.83     0.013347   0.014292   0.015304   0.016388  0.017548      5.30     6.08
First Data Corporation.  319963BB9 12/15/10 01/15/21     91.875    12.625   14.1624     8.83     0.013347   0.014292   0.015304   0.016388  0.017548      5.30     6.08
Livingston CNTY SD#74,IL 33849YAC5 09/09/10 12/01/13    106.537    VARIES    2.8306              0.080260   0.079449                                     26.34         
Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14    106.763    VARIES    3.2820              0.094176   0.093442   0.092697   0.091939               33.73    30.45
Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15    106.477    VARIES    3.6335              0.104819   0.104200   0.103570   0.102928  0.102275     37.59    37.13
Livingston CNTY SD#74,IL 33849YAH4 09/09/10 12/01/13    106.692    VARIES    2.8301              0.080287   0.079457                                     26.35         
Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14    106.763    VARIES    3.2820              0.094176   0.093442   0.092697   0.091939               33.73    30.45
Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15    106.477    VARIES    3.6335              0.104819   0.104200   0.103570   0.102928  0.102275     37.59    37.13
Forney Independent SD,TX 346424X90 08/27/13 08/15/38     17.946     0.000    6.9999                                    0.034894   0.036035  0.037296      4.33    13.09
Forney Independent SD,TX 346424Y24 08/27/13 08/15/39     16.544     0.000    7.0499                                    0.032398   0.033464  0.034644      4.02    12.16
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Forney Independent SD,TX 346424Y32 08/27/13 08/15/40     15.436     0.000    7.0500                                    0.030229   0.031224  0.032324      3.75    11.35
Forney Independent SD,TX 346424Y40 08/27/13 08/15/41     14.210     0.000    7.0999                                    0.028025   0.028954  0.029981      3.48    10.52
Forney Independent SD,TX 346424Y57 08/27/13 08/15/42     13.252     0.000    7.1000                                    0.026136   0.027002  0.027961      3.24     9.81
Forney Independent SD,TX 346424Y65 08/27/13 08/15/43     12.359     0.000    7.1000                                    0.024374   0.025182  0.026076      3.02     9.15
Franklin Cnty SD #47, IL 352730CF0 02/15/07 12/01/13     68.938     0.000    5.5487   261.74     0.145923   0.149971                                     48.88         
Franklin Cnty SD #47, IL 352730CG8 02/15/07 12/01/14     65.167     0.000    5.5688   248.45     0.138596   0.142456   0.146422   0.150499               50.82    49.05
Franklin Cnty SD #47, IL 352730CH6 02/15/07 12/01/15     61.525     0.000    5.5989   236.04     0.131784   0.135473   0.139266   0.143164  0.147172     48.33    51.07
Franklin Cnty SD #47, IL 352730CJ2 02/15/07 12/01/16     57.942     0.000    5.6491   224.59     0.125576   0.129123   0.132770   0.136520  0.140376     46.06    48.70
College District #534 IL 360395FD4 07/22/10 12/01/13    105.996    VARIES    2.7756              0.078479   0.077795                                     25.77         
College District #534 IL 360395FE2 07/22/10 12/01/14    106.532    VARIES    3.1773              0.090929   0.090277   0.089615   0.088943               32.58    29.45
College District #534 IL 360395FF9 07/22/10 12/01/15    107.053    VARIES    3.5779              0.103374   0.102739   0.102092   0.101434  0.100764     37.06    36.59
College District #534 IL 360395FG7 07/22/10 12/01/16    105.839    VARIES    4.0773              0.117496   0.117003   0.116501   0.115988  0.115464     42.18    41.82
College District #534 IL 360395FH5 07/22/10 12/01/17    105.580    VARIES    4.4767              0.129171   0.128736   0.128291   0.127836  0.127371     46.40    46.08
College District #534 IL 360395FJ1 07/22/10 12/01/18    103.358    VARIES    4.9260              0.140168   0.139926   0.139678   0.139424  0.139163     50.40    50.22
College District #534 IL 360395FK8 07/22/10 12/01/19    103.249    VARIES    5.2255              0.148728   0.148513   0.148293   0.148067  0.147835     53.49    53.33
College District #534 IL 360395FL6 07/22/10 12/01/20    101.888    VARIES    5.4261              0.152892   0.152783   0.152670   0.152554  0.152435     55.01    54.93
GWR Operating Partnershp 361990AA2 04/07/10 04/01/17*    95.347    10.875   11.8737    13.96     0.016510   0.017490                                      4.18*        
GWR Operating Partnershp 361990AB0 04/07/10 04/01/17*    95.347    10.875   11.8737    13.96     0.016510   0.017490                                      4.18*        
General Cable Corp.      369300AL2 12/18/09 11/15/29    100.000    VARIES   12.5014              0.441333   0.461106   0.482115   0.504438  0.528155    164.32   179.70
GMX Resources Inc.       38011MAR9 09/19/12 03/02/18     58.041     9.000   22.8340    12.05     0.118141   0.130356   0.145239   0.161821  0.180296     47.95    59.44
Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13    100.000     0.000    5.1699              0.231940                                                13.45         
Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13    100.000     0.500    5.1499              0.223271                                                12.50         
Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13    100.000     0.000    5.0499              0.225297                                                14.42         
Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13    100.000     0.000    5.1500              0.231799                                                24.80         
Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13    100.000     2.250    5.1500              0.193082                                                21.24         
Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13    100.000     0.000    4.6300              0.198667                                                29.60         
Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13    100.000     3.000    4.2499              0.135107                                                21.62         
Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13    100.000     0.250    4.3500              0.178352                                                30.14         
Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17    100.000     0.000    5.8500              0.216802   0.223143   0.229670   0.236388  0.243302     79.23    83.93
Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13    100.000     0.000    1.0049              0.028726                                                 1.84         
Goldman Sachs Group,Inc. 38141GGV0 10/30/12 10/30/27    100.000    VARIES    4.6427              0.128965   0.126800   0.124585   0.123122  0.121625     45.77    44.41
Goldman Sachs Group,Inc. 38141GGX6 11/30/12 12/04/19    100.000     0.000    3.2000              0.088921   0.090344   0.091789   0.093258  0.094750     32.35    33.39
Goldman Sachs Group,Inc. 38141GHQ0 11/19/12 11/19/27    100.000    VARIES    4.0948              0.113746   0.111525   0.109258   0.108182  0.107084     40.36    39.05
Goldman Sachs Group,Inc. 38141GJY1 12/10/12 12/10/17    100.000    VARIES    1.7365              0.009058   0.008757   0.008453   0.008526  0.008600      3.19     3.06
Goldman Sachs Group,Inc. 38141GKC7 12/31/12 01/02/20    100.000     0.000    2.7999              0.077777   0.077789   0.078878   0.079982  0.081102     28.20    28.99
Goldman Sachs Group,Inc. 38141GLK8 12/28/12 12/29/14    100.000     0.000    1.2705              0.035294   0.035518   0.035744   0.035971               12.75    12.84
Goldman Sachs Group,Inc. 38141GLQ5 01/31/13 02/03/20    100.000     0.000    3.2298              0.089717   0.089741   0.091191   0.092663  0.094160     29.92    33.53
Goldman Sachs Group,Inc. 38141GLU6 01/11/13 01/12/15    100.000     0.000    1.1700              0.032500   0.032502   0.032692   0.032883  0.033076     11.41    11.87
Goldman Sachs Group,Inc. 38141GMD3 01/23/13 01/23/28    100.000    VARIES    4.3420                         0.120614   0.118046   0.115422  0.113847     40.36    41.36
Goldman Sachs Group,Inc. 38141GMG6 01/25/13 01/24/20    100.000     0.000    3.1498                         0.087496   0.088866   0.090266  0.091688     29.61    32.69
Goldman Sachs Group,Inc. 38141GMR2 02/11/13 02/11/28    100.000    VARIES    4.2924                         0.119233   0.116427   0.113560  0.112100     37.76    40.79
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GNB6 02/28/13 03/02/20    100.000     0.000    2.9677              0.082437   0.082451   0.083674   0.084916  0.086176     24.96    30.64
Goldman Sachs Group,Inc. 38141GPC2 02/28/13 02/28/28    100.000    VARIES    4.2914                         0.119208   0.116401   0.113534  0.111840     35.77    40.83
Goldman Sachs Group,Inc. 38141GPU2 03/06/13 03/06/28    100.000    VARIES    4.1925                         0.116459   0.113514   0.110507  0.109015     34.02    39.81
Goldman Sachs Group,Inc. 38141GPV0 03/28/13 03/31/20    100.000     0.000    3.1233              0.086760   0.086783   0.088138   0.089514  0.090912     23.90    32.23
Goldman Sachs Group,Inc. 38141GPW8 03/06/13 03/06/18    100.000    VARIES    1.3286                         0.008178   0.007968   0.007756  0.007808      2.39     2.81
Goldman Sachs Group,Inc. 38141GPX6 03/20/13 03/20/28    100.000    VARIES    4.0260                         0.111833   0.110806   0.109758  0.108689     31.32    39.49
Goldman Sachs Group,Inc. 38141GQL1 03/22/13 03/22/28    100.000    VARIES    4.6901                         0.130282   0.127937   0.125537  0.123081     36.12    45.14
Goldman Sachs Group,Inc. 38141GQW7 03/27/13 03/27/28    100.000    VARIES    4.6888                         0.130246   0.127825   0.125349  0.122814     35.46    45.10
Goldman Sachs Group,Inc. 38141GRR7 04/30/13 04/30/20    100.000     0.000    2.8400                         0.078891   0.080011   0.081148  0.082300     19.08    29.15
Goldman Sachs Group,Inc. 38141GSM7 04/30/13 04/30/28    100.000    VARIES    4.3924                         0.122014   0.119813   0.117564  0.116129     29.27    42.50
Goldman Sachs Group,Inc. 38141GSQ8 04/30/13 04/30/20    100.000    VARIES    1.6754                         0.041631   0.040425   0.039208  0.037981       .99     1.42
Goldman Sachs Group,Inc. 38141GST2 05/31/13 06/03/21    100.000     0.000    3.4201              0.095004   0.095031   0.096656   0.098309  0.099990     20.10    35.19
Goldman Sachs Group,Inc. 38141GTV6 05/21/13 05/21/20    100.000    VARIES    2.7012                         0.075034   0.075672   0.076319  0.076600     16.53    27.40
Goldman Sachs Group,Inc. 38141GTW4 05/30/13 05/30/28    100.000    VARIES    4.3919                         0.121999   0.119493   0.116932  0.115380     25.66    42.43
Goldman Sachs Group,Inc. 38141GTZ7 05/23/13 05/23/28    100.000    VARIES    4.4916                         0.124768   0.121955   0.119080  0.117455     27.09    43.22
Goldman Sachs Group,Inc. 38141GUF9 06/06/13 06/06/28    100.000    VARIES    4.4920                         0.124780   0.121811   0.118776  0.117372     25.51    43.19
Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14    100.000     0.000    3.0642              0.093266   0.094695   0.096146   0.097619               33.99    29.59
Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14    100.000     0.000    2.9158              0.088345   0.089633   0.090940   0.092266               32.12    30.16
Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14    100.000     0.000    2.9817              0.090546   0.091896   0.093266   0.094656               32.90    31.68
Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14    100.000     0.000    2.8111              0.084909   0.086103   0.087313   0.088540               30.78    31.57
Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15    100.000     0.000    2.9758              0.090300   0.091643   0.093007   0.094391  0.095795     32.76    33.75
Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15    100.000     0.000    2.7204              0.080861   0.081961   0.083076   0.084206  0.085351     29.63    30.44
Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15    100.000     0.000    2.8531              0.085077   0.086290   0.087521   0.088770  0.090036     31.22    32.11
Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15    100.000     0.000    2.8595              0.085283   0.086502   0.087739   0.088994  0.090266     31.23    32.13
Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15    100.000     0.000    2.5727              0.076194   0.077174   0.078167   0.079172  0.080191     27.84    28.56
Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15    100.000     0.000    2.4854              0.073444   0.074357   0.075281   0.076217  0.077164     26.77    27.44
Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15    100.000     0.000    2.6855              0.079756   0.080827   0.081912   0.083012  0.084127     29.02    29.81
Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15    100.000     0.000    2.7100              0.080519   0.081610   0.082716   0.083837  0.084973     29.38    30.18
Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14    100.000     0.000    3.4499              0.108041   0.109904   0.111800                          39.33    17.22
Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14    100.000     0.000    3.4489              0.106174   0.108005   0.109867   0.111762               39.19    20.89
Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14    100.000     0.000    3.2499              0.099460   0.101077   0.102719   0.104388               36.57    22.49
Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14    100.000     0.000    3.0499              0.092775   0.094189   0.095626   0.097084               33.97    23.98
Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14    100.000     0.000    3.1498              0.096113   0.097626   0.099164   0.100726               35.13    27.65
Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14    100.000     0.000    3.0503              0.092786   0.094201   0.095638   0.097097               33.92    25.99
Goldman Sachs Group,Inc. 38143ADL6 12/30/11 12/31/15    100.000     0.000    1.7748              0.049905   0.049527   0.050795   0.050410  0.051700     18.15    18.47
Goldman Sachs Group,Inc. 38143ADM4 12/30/11 12/30/16    100.000     0.000    2.0503              0.057490   0.057762   0.058675   0.058952  0.059884     21.04    21.47
Goldman Sachs Group,Inc. 38143AFY6 01/31/12 01/29/16    100.000     0.000    1.4011              0.038339   0.039248   0.038878   0.039800  0.039425     14.24    14.44
Goldman Sachs Group,Inc. 38143AGB5 01/31/12 01/31/19    100.000     0.000    2.2999              0.063217   0.065003   0.064679   0.066507  0.066175     23.62    24.17
Goldman Sachs Group,Inc. 38143AJG1 02/29/12 02/28/19    100.000     0.000    2.2001              0.061445   0.061108   0.062805   0.062460  0.064194     22.53    23.03
Goldman Sachs Group,Inc. 38143ALM5 03/30/12 04/01/19    100.000     0.000    2.2483              0.062469   0.062826   0.063882   0.064247  0.065326     23.00    23.52
Goldman Sachs Group,Inc. 38143APY5 04/30/12 04/30/19    100.000     0.000    2.2498              0.062850   0.062521   0.064272   0.063935  0.065726     22.97    23.49
Goldman Sachs Group,Inc. 38143ARV9 05/31/12 05/31/19    100.000     0.000    2.2497              0.062501   0.062859   0.063915   0.064281  0.065361     22.92    23.44
Goldman Sachs Group,Inc. 38143AUA1 06/29/12 07/01/19    100.000     0.000    2.1501              0.060042   0.059698   0.061340   0.060988               21.85    22.32
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143AWH4 07/31/12 07/31/19    100.000     0.000    2.1499              0.058423   0.060030   0.059686   0.061328  0.060976     21.81    22.28
Goldman Sachs Group,Inc. 38143AXC4 08/30/12 08/31/17    100.000     0.000    1.6987              0.046930   0.046557   0.047730   0.047351  0.048545     17.16    17.45
Goldman Sachs Group,Inc. 38143AYM1 08/31/12 09/03/19    100.000     0.000    2.1004              0.058033   0.057687   0.059259   0.058905  0.060510     21.27    21.71
Goldman Sachs Group,Inc. 38143AYN9 08/30/12 08/30/19    100.000     0.250    2.0903              0.057426   0.057638   0.058489   0.058706  0.059573     21.13    21.52
Goldman Sachs Group,Inc. 38143AYS8 08/23/12 08/23/17    100.000     0.000    1.7918              0.048690   0.049941   0.049567   0.050840  0.050459     18.11    18.44
Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14    100.000     0.000    3.1999              0.097823   0.099388   0.100978   0.102594               35.85    25.33
Goldman Sachs Group,Inc. 38143U2A8 04/30/12 01/31/18    100.000     0.000    4.2501              0.119314   0.121850   0.124439   0.127084  0.129784     44.18    46.08
Goldman Sachs Group,Inc. 38143U2S9 05/31/12 09/01/16    100.000     0.000    4.2500              0.119326   0.121861   0.124451   0.127096  0.129796     44.03    45.92
Goldman Sachs Group,Inc. 38143U3A7 05/31/12 06/02/17    100.000     0.000    4.6997              0.133652   0.136793   0.140007   0.143297  0.146664     48.86    51.19
Goldman Sachs Group,Inc. 38143U3B5 05/23/12 05/23/27*   100.000    VARIES    6.0431              0.166904                                                23.70*        
Goldman Sachs Group,Inc. 38143U3T6 05/14/12 05/14/17    100.000    VARIES    2.9895              0.013629   0.012816   0.013007   0.013202  0.013399      4.73     4.74
Goldman Sachs Group,Inc. 38143U3U3 05/18/12 05/19/14    100.000     0.000    2.5000              0.070320   0.071199   0.072089                          25.55     9.95
Goldman Sachs Group,Inc. 38143U4D0 07/31/12 02/01/18    100.000     0.000    3.8502              0.106962   0.109021   0.111119   0.113259  0.115439     39.50    41.04
Goldman Sachs Group,Inc. 38143U4K4 07/05/12 07/07/14    100.000     0.000    2.7803              0.077243   0.078317   0.079406   0.080510               28.38    14.97
Goldman Sachs Group,Inc. 38143U4T5 07/19/12 07/21/14    100.000     0.000    2.5599              0.071120   0.072030   0.072952   0.073886               26.06    14.76
Goldman Sachs Group,Inc. 38143U5B3 08/03/12 08/04/14    100.000     0.000    2.2596              0.062771   0.063481   0.064198   0.064923               22.94    13.80
Goldman Sachs Group,Inc. 38143U5C1 08/03/12 08/04/14    100.000     0.000    2.2596              0.062771   0.063481   0.064198   0.064923               22.94    13.80
Goldman Sachs Group,Inc. 38143U5H0 08/31/12 09/04/18    100.000     0.000    3.4598              0.096144   0.097807   0.099499   0.101221  0.102972     35.30    36.54
Goldman Sachs Group,Inc. 38143U5X5 08/20/12 08/20/24    100.000    VARIES    4.6554              0.129317   0.128389   0.127439   0.126467  0.126263     46.14    45.55
Goldman Sachs Group,Inc. 38143U6D8 08/17/12 08/18/14    100.000     0.000    2.0803              0.057790   0.058391   0.058998   0.059612               21.07    13.50
Goldman Sachs Group,Inc. 38143U6M8 08/31/12 08/31/18    100.000     0.000    3.5002              0.096693   0.096781   0.100107   0.100198  0.103642     35.73    36.99
Goldman Sachs Group,Inc. 38143U6V8 09/28/12 12/31/18    100.000     0.000    3.1501              0.087721   0.087650   0.090506   0.090433  0.093380     32.01    33.02
Goldman Sachs Group,Inc. 38143U7M7 11/02/12 11/01/19    100.000     0.000    3.0101              0.083616   0.084868   0.086145   0.087442  0.088758     30.48    31.40
Goldman Sachs Group,Inc. 38143UB91 09/01/11 09/01/16    100.000    VARIES    2.6249              0.008183   0.008022   0.007859   0.007963  0.008067      2.88     2.87
Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14    100.000     0.000    5.7599              0.218655   0.224953   0.231431                          81.19    17.36
Goldman Sachs Group,Inc. 38143UC58 09/30/11 09/30/16    100.000     0.000    4.3397              0.125837   0.128568   0.131358   0.134208  0.137120     46.30    48.33
Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15    100.000     0.000    5.8199              0.215515   0.221786   0.228240   0.234882  0.241717     79.71    84.41
Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15    100.000     1.000    5.2500              0.176841   0.180754   0.184769   0.188890  0.193119     65.56    68.52
Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15    100.000     3.000    5.7277              0.180572   0.183357   0.186222   0.189168  0.192199     66.13    68.23
Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15    100.000     1.000    4.0000              0.127369   0.129361   0.131393   0.133465  0.135579     46.43    47.90
Goldman Sachs Group,Inc. 38143UD99 09/20/11 09/20/16    100.000    VARIES    2.6408              0.007939   0.007782   0.007623   0.007723  0.007825      2.80     2.78
Goldman Sachs Group,Inc. 38143UDU2 07/06/09 07/08/13    100.000     0.000    4.2600              0.134317   0.137178                                     25.63         
Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14    100.000     1.000    4.6174              0.143011   0.145672   0.148394   0.151178               52.88    28.55
Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14    100.000     1.000    3.9877              0.121208   0.123071   0.124971   0.127463               44.20    37.81
Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16    100.000     1.000    4.6747              0.145031   0.147772   0.150577   0.153447  0.156384     53.05    55.08
Goldman Sachs Group,Inc. 38143UF63 10/31/11 05/01/17    100.000     0.000    3.8999              0.112612   0.114808   0.117046   0.119329  0.121656     41.20    42.82
Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15    100.000     1.000    3.9589              0.120229   0.122060   0.123926   0.125829  0.127770     43.73    45.08
Goldman Sachs Group,Inc. 38143UH20 12/05/11 12/05/14    100.000    VARIES    3.3850              0.009121   0.009276   0.009433   0.009592                3.32     3.18
Goldman Sachs Group,Inc. 38143UH53 12/30/11 07/03/17    100.000     0.000    4.7823              0.136073   0.139327   0.142659   0.146070  0.149563     50.74    53.20
Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15    100.000     1.000    3.9405              0.117829   0.119603   0.121412   0.123257  0.125138     43.01    44.32
Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15    100.000     0.000    3.9150              0.119822   0.122167   0.124559   0.126997  0.129483     43.89    45.63
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16    100.000     0.000    5.1358              0.161944   0.166102   0.170368   0.174743  0.179230     59.34    62.43
Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15    100.000     0.000    2.4439              0.072138   0.073019   0.073911   0.074815  0.075729     26.20    26.84
Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16    100.000     0.000    4.3999              0.136268   0.139266   0.142330   0.145461  0.148661     49.64    51.85
Goldman Sachs Group,Inc. 38143UK91 01/26/12 01/28/14    100.000    VARIES    2.9996              0.084588   0.084607   0.085875                          30.65     2.32
Goldman Sachs Group,Inc. 38143UKX8 08/31/10 08/31/17    100.000     0.000    4.4059              0.132797   0.133509   0.138712   0.139457  0.144891     49.33    51.53
Goldman Sachs Group,Inc. 38143UL25 01/31/12 07/31/17    100.000     0.000    4.0496              0.114769   0.117093   0.119464   0.121883  0.124351     42.44    44.18
Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17    100.000    VARIES    2.6534              0.015618   0.015826   0.016036   0.016248  0.016464      5.72     5.88
Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15    100.000     0.000    3.7102              0.110925   0.112983   0.115079   0.117214  0.119388     40.93    42.47
Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17    100.000    VARIES    2.6469              0.015464   0.015669   0.015876   0.016086  0.016299      5.67     5.82
Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20    100.000    VARIES    2.8170              0.018322   0.018580   0.018842   0.019107  0.019376      6.72     6.91
Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15    100.000    VARIES    1.9250              0.006952   0.007019   0.007086   0.007155  0.007223      2.53     2.58
Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20    100.000    VARIES    2.6793              0.020280   0.020552   0.020827   0.021106  0.021389      7.42     7.62
Goldman Sachs Group,Inc. 38143UM65 01/20/12 03/28/16     99.500     0.000    4.2189              0.120016   0.122548   0.125133   0.127773  0.130468     44.14    46.02
Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20    100.000    VARIES    2.6781              0.012711   0.012881   0.013053   0.013228  0.013405      4.65     4.78
Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15    100.000    VARIES    1.8192              0.007099   0.007164   0.007229   0.007295  0.007361      2.58     2.63
Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17    100.000    VARIES    2.3458              0.013493   0.013651   0.013811   0.013973  0.014137      4.92     5.04
Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20    100.000    VARIES    2.6543              0.021558   0.021844   0.022134   0.022427  0.022725      7.88     8.09
Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20    100.000    VARIES    2.6625              0.013815   0.013999   0.014186   0.014374  0.014566      5.05     5.18
Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17    100.000     0.000    4.0718              0.122589   0.125084   0.127631   0.130229  0.132881     45.05    46.90
Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20    100.000    VARIES    2.7708              0.019566   0.018685   0.018944   0.019207  0.019473      6.82     6.92
Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17    100.000    VARIES    2.3116              0.017821   0.018027   0.018235   0.018446  0.018659      6.49     6.64
Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15    100.000     0.000    3.1999              0.094713   0.096228   0.097768   0.099332  0.100921     34.61    35.73
Goldman Sachs Group,Inc. 38143UNG2 10/19/10 10/20/25*   100.000    VARIES    4.9992              0.133091                                                 2.40*        
Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17    100.000     2.000    3.7647              0.108383   0.109377   0.110390   0.111422  0.112474     39.32    40.05
Goldman Sachs Group,Inc. 38143UNQ0 10/29/10 10/29/25*   100.000    VARIES    4.8705              0.129318                                                 3.62*        
Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20    100.000    VARIES    2.0301              0.017537   0.017715   0.017895   0.018077  0.018260      6.37     6.50
Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20    100.000    VARIES    2.3763              0.021575   0.021831   0.022091   0.022353  0.022619      7.85     8.03
Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15    100.000    VARIES    1.6723              0.010147   0.010232   0.010317   0.010403  0.010490      3.68     3.74
Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15    100.000    VARIES    1.6984              0.013468   0.013583   0.013698   0.013814  0.013932      4.88     4.97
Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17    100.000    VARIES    1.9534              0.004160   0.004200   0.004241   0.004283  0.004325      1.51     1.54
Goldman Sachs Group,Inc. 38143UP54 02/29/12 08/31/17    100.000     0.000    4.3504              0.122791   0.123416   0.128191   0.128844  0.133829     45.60    47.60
Goldman Sachs Group,Inc. 38143UPE5 11/10/10 11/10/25*   100.000    VARIES    4.9480              0.131593                                                 5.13*        
Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17    100.000    VARIES    2.1778              0.012263   0.012397   0.012532   0.012668  0.012806      4.45     4.55
Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16    100.000     0.000    3.4000              0.101033   0.102751   0.104498   0.106274  0.108081     36.79    38.05
Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15    100.000    VARIES    1.6239              0.008954   0.009027   0.009100   0.009174  0.009248      3.24     3.30
Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15    100.000    VARIES    1.6239              0.008953   0.009027   0.009100   0.009174  0.009248      3.24     3.30
Goldman Sachs Group,Inc. 38143UQC8 11/30/10 11/30/17    100.000    VARIES    2.2520              0.011625   0.011756   0.011889   0.012023  0.012158      4.22     4.31
Goldman Sachs Group,Inc. 38143UQF1 12/15/10 12/15/25*   100.000    VARIES    5.1997              0.139031                                                22.80*        
Goldman Sachs Group,Inc. 38143UQG9 12/06/10 12/06/15    100.000    VARIES    1.5366              0.006279   0.006328   0.006376   0.006425  0.006475      2.27     2.31
Goldman Sachs Group,Inc. 38143UQJ3 12/28/10 12/28/16    100.000     0.000    3.5998              0.107392   0.109325   0.111293   0.113296  0.115335     39.02    40.44
Goldman Sachs Group,Inc. 38143UQP9 12/22/10 12/22/20    100.000    VARIES    2.3885              0.021514   0.021771   0.022031   0.022294  0.022561      7.80     7.98
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UQQ7 01/31/11 01/31/17    100.000     0.000    3.6501              0.107048   0.109002   0.110991   0.113017  0.115079     39.48    40.94
Goldman Sachs Group,Inc. 38143UQS3 01/31/11 01/31/26    100.000    VARIES    5.2484              0.141858   0.140478   0.139062   0.137609  0.136117     50.40    49.36
Goldman Sachs Group,Inc. 38143UQU8 01/31/11 01/31/26*   100.000    VARIES    5.2476              0.144078   0.143486                                     17.09*        
Goldman Sachs Group,Inc. 38143UQZ7 01/31/11 01/31/18    100.000    VARIES    1.9815              0.017502   0.017054   0.017223   0.017393  0.017566      6.18     6.28
Goldman Sachs Group,Inc. 38143URA1 01/31/11 01/31/16    100.000    VARIES    1.6251              0.008430   0.008498   0.008567   0.008637  0.008707      3.07     3.12
Goldman Sachs Group,Inc. 38143URD5 02/28/11 02/28/17    100.000     0.000    4.0298              0.118187   0.118603   0.122998   0.123431  0.128005     43.81    45.59
Goldman Sachs Group,Inc. 38143URJ2 02/28/11 02/28/17    100.000     0.000    4.1552              0.122089   0.122594   0.127215   0.127741  0.132556     45.29    47.19
Goldman Sachs Group,Inc. 38143URW3 03/31/11 03/31/17    100.000     0.000    3.9998              0.117907   0.120265   0.122670   0.125124  0.127626     43.30    45.05
Goldman Sachs Group,Inc. 38143URX1 03/31/11 03/31/17    100.000     0.000    3.9998              0.117907   0.120265   0.122670   0.125124  0.127626     43.30    45.05
Goldman Sachs Group,Inc. 38143US77 03/30/12 01/03/18    100.000     0.000    4.1997              0.117926   0.120403   0.122931   0.125512  0.128148     43.79    45.65
Goldman Sachs Group,Inc. 38143USM4 03/18/11 03/18/21    100.000    VARIES    5.2913              0.149906   0.150932   0.151100   0.151271  0.151507     54.27    54.47
Goldman Sachs Group,Inc. 38143UST9 03/18/11 03/18/16    100.000     1.000    3.6798              0.106403   0.107849   0.109323   0.110823  0.112351     38.87    39.94
Goldman Sachs Group,Inc. 38143USV4 03/23/11 03/23/16    100.000    VARIES    1.6343              0.008564   0.008634   0.008704   0.008776  0.008847      3.11     3.16
Goldman Sachs Group,Inc. 38143UTC5 03/25/11 03/28/16    100.000     0.000    3.6702              0.107701   0.109677   0.111690   0.113740  0.115827     39.50    40.96
Goldman Sachs Group,Inc. 38143UTJ0 04/29/11 05/01/17    100.000     0.000    3.7497              0.110153   0.112218   0.114322   0.116465  0.118649     40.28    41.80
Goldman Sachs Group,Inc. 38143UTM3 04/29/11 04/29/17    100.000     0.000    3.7501              0.110142   0.112208   0.114312   0.116455  0.118639     40.28    41.81
Goldman Sachs Group,Inc. 38143UTN1 04/13/11 04/13/21    100.000    VARIES    5.2207              0.147748   0.148704   0.148709   0.148713  0.148684     53.44    53.53
Goldman Sachs Group,Inc. 38143UTY7 04/27/11 04/27/16    100.000    VARIES    1.6045              0.008736   0.008806   0.008877   0.008948  0.009020      3.17     3.22
Goldman Sachs Group,Inc. 38143UU90 05/25/12 05/27/14    100.000     0.000    2.8400              0.080024   0.081161   0.082313                          29.09    12.02
Goldman Sachs Group,Inc. 38143UUA7 04/29/11 04/29/21    100.000    VARIES    2.1672              0.015756   0.015038   0.015201   0.015365  0.015532      5.51     5.52
Goldman Sachs Group,Inc. 38143UUF6 05/11/11 05/11/16    100.000     0.000    3.3748              0.098572   0.100236   0.101927   0.103647  0.105396     35.95    37.18
Goldman Sachs Group,Inc. 38143UUJ8 05/31/11 05/31/17    100.000     0.000    3.9998              0.117907   0.120265   0.122670   0.125124  0.127626     43.02    44.76
Goldman Sachs Group,Inc. 38143UUU3 05/31/11 05/31/26*   100.000    VARIES    5.4943              0.147902                                                 8.43*        
Goldman Sachs Group,Inc. 38143UUY5 07/20/11 07/20/21    100.000     0.000    5.1298              0.149899   0.153744   0.157688   0.161732  0.165880     55.91    58.81
Goldman Sachs Group,Inc. 38143UV57 05/29/12 11/29/13    100.000     0.000    2.3300              0.065479   0.066241                                     21.61         
Goldman Sachs Group,Inc. 38143UVD0 06/06/11 06/06/26*   100.000    VARIES    5.8161              0.147954                                                 9.62*        
Goldman Sachs Group,Inc. 38143UVG3 06/07/11 06/07/21    100.000    VARIES    2.2754              0.016348   0.015563   0.015740   0.015919  0.016100      5.73     5.71
Goldman Sachs Group,Inc. 38143UVH1 06/30/11 06/30/17    100.000     0.000    3.7799              0.111064   0.113163   0.115302   0.117481  0.119701     40.37    41.91
Goldman Sachs Group,Inc. 38143UVK4 06/16/11 06/16/26    100.000    VARIES    5.4946              0.147910   0.146250   0.144544   0.142792  0.142193     52.90    51.69
Goldman Sachs Group,Inc. 38143UVS7 06/13/11 06/13/16    100.000     0.000    3.6198              0.106111   0.108032   0.109987   0.111978  0.114005     38.62    40.03
Goldman Sachs Group,Inc. 38143UVT5 06/13/11 06/13/17    100.000     0.000    4.0901              0.120728   0.123197   0.125716   0.128287  0.130911     44.00    45.81
Goldman Sachs Group,Inc. 38143UVV0 06/17/11 06/17/16    100.000    VARIES    2.0754              0.012286   0.012413   0.012542   0.012672  0.012804      4.45     4.54
Goldman Sachs Group,Inc. 38143UW23 06/29/12 06/30/17    100.000     0.000    4.0999              0.116236   0.118618   0.121050   0.123532  0.126064     42.28    44.03
Goldman Sachs Group,Inc. 38143UWD9 06/30/11 06/30/26    100.000    VARIES    5.6453              0.152933   0.151565   0.150159   0.148713  0.147841     54.81    53.79
Goldman Sachs Group,Inc. 38143UWL1 07/29/11 07/29/26    100.000    VARIES    5.3945              0.146652   0.144988   0.143280   0.141525  0.139723     51.98    50.72
Goldman Sachs Group,Inc. 38143UWM9 08/04/11 07/31/17    100.000     0.000    3.7994              0.107161   0.111007   0.111272   0.115265  0.115539     40.44    41.99
Goldman Sachs Group,Inc. 38143UXB2 08/15/11 08/15/26*   100.000    VARIES    5.8794              0.156490                                                 6.89*        
Goldman Sachs Group,Inc. 38143UXG1 08/31/11 01/31/17    100.000     0.000    3.7498              0.107772   0.109793   0.111851   0.113948  0.116085     39.78    41.28
Goldman Sachs Group,Inc. 38143UY47 06/18/12 06/18/17    100.000    VARIES    3.6370              0.010872   0.010083   0.010267   0.010453  0.010644      3.76     3.73
Goldman Sachs Group,Inc. 38143UZA2 11/04/11 11/04/14    100.000    VARIES    2.8486              0.011041   0.011199   0.011358   0.011520                4.02     3.47
Goldman Sachs Group,Inc. 38143UZJ3 11/30/11 06/02/17    100.000     0.000    5.4499              0.159798   0.164152   0.168625   0.173220  0.177941     58.57    61.80
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UZL8 11/14/11 11/14/14    100.000    VARIES    3.0057              0.015327   0.015578   0.015792   0.016029                5.58     4.99
Goldman Sachs Group,Inc. 38143UZM6 11/30/11 11/30/26*   100.000    VARIES    7.1413              0.196133                                                11.18*        
Goldman Sachs Group,Inc. 38143UZV6 11/18/11 11/18/13    100.000     0.000    2.3999              0.068275   0.069094                                     21.79         
Goldman Sachs Group,Inc. 38146R386 10/17/11 10/20/14    100.000     0.000    4.3497              0.126186   0.128930   0.131734   0.134599               46.31    38.59
Goldman Sachs Group,Inc. 381470JN4 08/30/13 09/02/20    100.000     0.000    3.8497                         0.106938   0.106961   0.109020  0.111119     12.94    39.37
Goldman Sachs Group,Inc. 38147QAS5 06/28/13 12/31/20    100.000     0.000    N/A                 0.110831   0.110856   0.113067   0.115323  0.117624     20.29    41.11
Goldman Sachs Group,Inc. 38147QC20 10/25/13 10/25/28    100.000    VARIES    4.8589                                    0.134972   0.132179  0.129319      8.91    47.71
Goldman Sachs Group,Inc. 38147QCN4 06/19/13 06/19/28    100.000    VARIES    4.6926                         0.130351   0.127544   0.124670  0.123380     24.99    45.35
Goldman Sachs Group,Inc. 38147QES1 07/31/13 08/03/20    100.000     0.000    3.9197                         0.108882   0.108918   0.111052  0.113229     16.45    40.23
Goldman Sachs Group,Inc. 38147QGA8 07/22/13 07/22/28    100.000    VARIES    4.9006                                    0.136131   0.133340  0.130482     21.64    47.61
Goldman Sachs Group,Inc. 38147QHS8 08/02/13 08/02/28    100.000    VARIES    4.8903                                    0.135842   0.133051  0.130192     20.24    47.56
Goldman Sachs Group,Inc. 38147QJW7 08/12/13 08/10/18    100.000     0.000    2.6999                                    0.074998   0.075999  0.077025     10.42    27.47
Goldman Sachs Group,Inc. 38147QK21 11/13/13 11/13/28    100.000    VARIES    4.9003                                    0.136122   0.133250  0.130308      6.53    48.21
Goldman Sachs Group,Inc. 38147QLJ3 08/15/13 08/15/28    100.000    VARIES    4.8879                                    0.135776   0.132984  0.130124     18.47    47.61
Goldman Sachs Group,Inc. 38147QME3 08/12/13 08/12/20    100.000     0.000    3.9699                                    0.110276   0.112465  0.114698     15.33    40.71
Goldman Sachs Group,Inc. 38147QMJ2 08/15/13 08/15/28    100.000    VARIES    4.8903                                    0.135844   0.133053  0.130193     18.47    47.63
Goldman Sachs Group,Inc. 38147QPN0 08/30/13 08/30/23    100.000    VARIES    4.5507                                    0.125020   0.124680  0.125717     15.50    45.66
Goldman Sachs Group,Inc. 38147QQ25 11/13/13 11/13/23    100.000    VARIES    4.2198                                    0.117219   0.115240  0.113220      5.63    41.65
Goldman Sachs Group,Inc. 38147QQJ8 09/05/13 09/05/28    100.000    VARIES    5.0554                                    0.140429   0.136957  0.133398     16.29    49.11
Goldman Sachs Group,Inc. 38147QSE7 09/30/13 10/01/20    100.000     0.000    3.6699                         0.101943   0.101955   0.103826  0.105731      9.28    37.38
Goldman Sachs Group,Inc. 38147QUW4 09/20/13 09/20/28    100.000    VARIES    5.0883                                    0.141344   0.138844  0.136281     14.28    49.92
Goldman Sachs Group,Inc. 38147QVJ2 09/27/13 09/27/19    100.000     0.000    3.0000                                    0.083334   0.084584  0.085853      7.83    30.46
Goldman Sachs Group,Inc. 38147QXA9 10/31/13 11/03/20    100.000     0.000    3.3502                         0.091039   0.092574   0.092590  0.095701      5.73    33.98
Goldman Sachs Group,Inc. 38147QYN0 10/17/13 10/17/23    100.000    VARIES    3.9815                                    0.110598   0.110588  0.110578      8.18    39.81
Graphic Packaging Intl   38869PAE4 06/16/09 06/15/17*    97.292     9.500    9.9998     9.46     0.008950                                                 1.47*        
Graphic Packaging Intl   38869PAF1 06/16/09 06/15/17*    97.292     9.500    9.9998     9.46     0.008950                                                 1.47*        
Great Plains Energy,Inc. 391164AF7 03/22/12 06/15/22    103.480     5.292    4.8564              0.137799   0.136863   0.137427   0.136483  0.137035     50.12    49.98
Griffon Corporation      398433AA0 07/18/03 07/18/23    100.000    VARIES    8.5003              0.373175   0.383462   0.394187   0.405367  0.416921    139.62   147.63
Griffon Corporation      398433AB8 07/18/03 07/18/23    100.000    VARIES    8.5003              0.373175   0.383462   0.394187   0.405367  0.416921    139.62   147.63
Grundy CNTY SD #72-C, IL 400292BB3 11/01/12 12/01/13    101.337     0.000    1.4897              0.041988   0.042300                                     13.91         
Grundy CNTY SD #72-C, IL 400292BC1 11/01/12 12/01/14    104.070    VARIES    1.7420              0.050432   0.050871   0.049349   0.048871               18.20    16.20
Grundy CNTY SD #72-C, IL 400292BD9 11/01/12 12/01/15    105.206    VARIES    1.9927              0.058333   0.058914   0.057252   0.056785  0.056313     21.07    20.50
Grundy CNTY SD #72-C, IL 400292BE7 11/01/12 12/01/16    106.789    VARIES    2.2434              0.066672   0.067420   0.065476   0.064964  0.064446     24.10    23.45
Grundy CNTY SD #72-C, IL 400292BF4 11/01/12 12/01/17    107.117    VARIES    2.4939              0.074360   0.075287   0.073224   0.072751  0.072273     26.90    26.25
Grundy CNTY SD #72-C, IL 400292BG2 11/01/12 12/01/18    108.347    VARIES    2.7441              0.082777   0.083913   0.081555   0.081054  0.080546     29.97    29.24
Grundy CNTY SD #72-C, IL 400292BH0 11/01/12 12/01/19    107.921    VARIES    2.9942              0.089985   0.091333   0.088871   0.088434  0.087990     32.60    31.89
HSBC USA, Inc.           4042K03B9 07/30/10 07/30/15    100.000     2.350    2.3499              0.065278   0.065278   0.065278   0.065278  0.065278     23.50    23.50
HSBC USA, Inc.           4042K03W3 07/30/10 08/01/13    100.000     2.350    2.3499              0.065278   0.065278                                     13.71         
HSBC USA, Inc.           4042K04T9 08/17/10 08/16/13    100.000     0.000    1.2967              0.036962   0.037201                                      8.36         
HSBC USA, Inc.           4042K04U6 08/31/10 08/29/13    100.000     1.300    1.2999              0.035519   0.035714                                      8.56         
HSBC USA, Inc.           4042K04V4 08/17/10 08/17/16    100.000     2.350    2.3499              0.065278   0.065278   0.065278   0.065278  0.065278     23.50    23.50
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           4042K0P66 02/26/10 02/26/20    100.000     4.350    4.3499              0.120833   0.120833   0.120833   0.120833  0.120833     43.50    43.50
HSBC USA, Inc.           4042K0R49 03/31/10 03/31/16    100.000     3.250    3.2499              0.090278   0.090278   0.090278   0.090278  0.090278     32.50    32.50
HSBC USA, Inc.           4042K0T54 04/06/10 04/05/13    100.000     0.000    2.0440              0.059737                                                 5.62         
HSBC USA, Inc.           4042K0UD5 01/30/09 07/31/14    100.000     0.000    2.4845              0.073615   0.075764   0.075455   0.077658               27.54    16.32
HSBC USA, Inc.           4042K0UX1 02/27/09 08/26/14    100.000     0.000    3.0323              0.093582   0.095001   0.096442   0.097904               34.30    22.93
HSBC USA, Inc.           4042K0VV4 03/31/09 09/30/14    100.000     0.000    3.3762              0.105445   0.107225   0.109035   0.110876               38.61    29.66
HSBC USA, Inc.           4042K0W35 04/27/10 04/22/14    100.000     0.000    2.6880              0.079794   0.080867   0.081954                          29.07     9.10
HSBC USA, Inc.           4042K0W84 05/27/10 05/27/16    100.000     0.000    2.8554              0.085143   0.086359   0.087592   0.088843  0.090111     30.95    31.84
HSBC USA, Inc.           4042K0XJ9 06/12/09 06/12/13    100.000     0.000    3.7732              0.119462                                                19.23         
HSBC USA, Inc.           4042K0Y82 05/26/10 05/27/14    100.000     0.000    2.8563              0.085180   0.086396   0.087630                          30.97    12.79
HSBC USA, Inc.           4042K14V2 09/28/12 09/28/18    100.000     0.000    2.1876              0.060768   0.061432   0.062104   0.062784  0.063470     22.12    22.61
HSBC USA, Inc.           4042K14W0 09/28/12 09/28/18    100.000     0.000    2.1876              0.060768   0.061432   0.062104   0.062784  0.063470     22.12    22.61
HSBC USA, Inc.           4042K14X8 10/02/12 10/02/14    100.000     0.000    0.9975              0.027709   0.027847   0.027986   0.028125               10.02     7.61
HSBC USA, Inc.           4042K15X7 10/31/12 10/31/18    100.000     0.000    2.0692              0.057479   0.058074   0.058675   0.059282  0.059895     20.87    21.31
HSBC USA, Inc.           4042K15Y5 10/31/12 10/31/18    100.000     0.000    2.2257              0.061826   0.062514   0.063210   0.063914  0.064625     22.47    22.97
HSBC USA, Inc.           4042K1AL7 11/18/10 11/19/15    100.000     2.530    2.5299              0.070278   0.070278   0.070278   0.070278  0.070278     25.30    25.30
HSBC USA, Inc.           4042K1B28 03/27/12 03/27/19    100.000     0.000    3.6762              0.103994   0.105906   0.107852   0.109835  0.111854     38.14    39.56
HSBC USA, Inc.           4042K1BQ5 01/24/11 01/24/18    100.000     0.000    3.6480              0.106980   0.108932   0.110919   0.112942  0.115002     39.48    40.94
HSBC USA, Inc.           4042K1CG6 01/31/11 01/31/13    100.000     0.000    1.2570              0.035582                                                 1.03         
HSBC USA, Inc.           4042K1CU5 02/03/11 02/05/18*   100.000     2.250    N/A                 0.107693                                                 3.02*        
HSBC USA, Inc.           4042K1D59 04/05/12 04/05/18    100.000     0.000    3.2441              0.091578   0.093063   0.094573   0.096107  0.097666     33.49    34.59
HSBC USA, Inc.           4042K1DR1 02/28/11 02/28/13    100.000     0.000    1.3600              0.038343                                                 2.22         
HSBC USA, Inc.           4042K1DS9 02/28/11 02/28/13    100.000     0.000    1.3600              0.038343                                                 2.22         
HSBC USA, Inc.           4042K1DX8 02/11/11 02/11/13    100.000     0.000    1.4687              0.041704                                                 1.67         
HSBC USA, Inc.           4042K1E58 04/26/12 10/26/18    100.000     0.000    3.3063              0.093362   0.094906   0.096475   0.098070  0.099691     34.09    35.23
HSBC USA, Inc.           4042K1E66 04/26/12 04/27/17    100.000     0.000    2.7102              0.076312   0.077346   0.078394   0.079456  0.080533     27.79    28.55
HSBC USA, Inc.           4042K1ED1 03/04/11 03/03/16    100.000     3.210    3.2099              0.089167   0.089167   0.089167   0.089167  0.089167     32.10    32.10
HSBC USA, Inc.           4042K1EP4 03/30/11 03/28/13    100.000     0.000    1.3746              0.038975                                                 3.39         
HSBC USA, Inc.           4042K1EQ2 03/30/11 03/28/13    100.000     0.000    1.3746              0.038975                                                 3.39         
HSBC USA, Inc.           4042K1FE8 03/24/11 03/24/18    100.000    VARIES    3.9708              0.110529   0.110510   0.110491   0.110472  0.110452     39.78    39.77
HSBC USA, Inc.           4042K1GC1 04/29/11 05/01/13    100.000     0.000    1.2550              0.035526                                                 4.26         
HSBC USA, Inc.           4042K1GG2 05/04/11 05/04/18    100.000    VARIES    3.6984              0.102445   0.102469   0.102493   0.102518  0.102543     36.89    36.90
HSBC USA, Inc.           4042K1GP2 05/06/11 05/06/16    100.000     2.990    2.9899              0.083056   0.083056   0.083056   0.083056  0.083056     29.90    29.90
HSBC USA, Inc.           4042K1GR8 05/31/11 05/30/13    100.000     0.000    1.1609              0.032631                                                 4.86         
HSBC USA, Inc.           4042K1HR7 05/23/11 05/23/13    100.000     0.000    1.1588              0.032754                                                 4.65         
HSBC USA, Inc.           4042K1HW6 06/21/11 06/20/13    100.000     0.000    1.0989              0.031032                                                 5.24         
HSBC USA, Inc.           4042K1HX4 06/10/11 06/10/19    100.000    VARIES    3.5773              0.098975   0.099003   0.099031   0.099059  0.099088     35.64    35.66
HSBC USA, Inc.           4042K1JT1 06/13/11 06/13/18    100.000    VARIES    3.3850              0.092394   0.092530   0.092669   0.092810  0.092953     33.29    33.39
HSBC USA, Inc.           4042K1K77 05/29/12 11/28/18    100.000     0.000    3.0538              0.086116   0.087431   0.088766   0.090122  0.091498     31.33    32.29
HSBC USA, Inc.           4042K1KE2 07/29/11 07/31/17    100.000     0.000    2.9725              0.085059   0.086323   0.087606   0.088908  0.090230     31.23    32.17
HSBC USA, Inc.           4042K1KG7 07/29/11 07/31/17    100.000     0.000    2.9725              0.085059   0.086323   0.087606   0.088908  0.090230     31.23    32.17
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           4042K1KK8 07/13/11 01/11/13    100.000     0.000    0.6516              0.018218                                                  .18         
HSBC USA, Inc.           4042K1M59 05/15/12 05/15/14    100.000     0.000    1.4599              0.040850   0.041148   0.041448                          14.79     5.55
HSBC USA, Inc.           4042K1NJ8 09/30/11 10/02/14    100.000     1.967    1.9669              0.054639   0.054639   0.054639   0.054639               19.67    14.81
HSBC USA, Inc.           4042K1NQ2 10/13/11 10/15/13    100.000     0.000    1.5548              0.043867   0.044208                                     12.52         
HSBC USA, Inc.           4042K1TC7 11/30/11 11/30/21    100.000    VARIES    4.1952              0.112056   0.112263   0.112475   0.112691  0.112912     40.39    40.54
HSBC USA, Inc.           4042K1TZ6 12/20/11 12/20/21    100.000    VARIES    4.3009              0.115909   0.116073   0.116241   0.116412  0.116587     41.76    41.88
HSBC USA, Inc.           4042K1U43 06/29/12 06/29/18    100.000     0.000    2.6048              0.073301   0.074255   0.075222   0.076202  0.077195     26.56    27.26
HSBC USA, Inc.           4042K1XC2 02/29/12 03/01/18    100.000     0.000    3.1254              0.088183   0.089561   0.090960   0.092382  0.093826     32.33    33.35
HSBC USA, Inc.           4042K1XD0 02/29/12 03/01/17    100.000     0.000    2.9015              0.081776   0.082962   0.084166   0.085387  0.086625     29.94    30.81
HSBC USA, Inc.           4042K1XE8 02/07/12 02/07/17    100.000     0.000    2.7410              0.077183   0.078241   0.079313   0.080400  0.081502     28.28    29.06
HSBC USA, Inc.           4042K1XF5 02/29/12 03/01/19    100.000     0.000    3.4939              0.098759   0.100485   0.102240   0.104026  0.105843     36.28    37.56
HSBC USA, Inc.           4042K1Z30 08/30/12 08/30/18    100.000     0.000    2.4720              0.067912   0.068376   0.069601   0.070077  0.071332     25.08    25.71
HSBC USA, Inc.           4042K1Z48 08/30/12 02/28/18    100.000     0.000    2.2077              0.060990   0.060658   0.062344   0.062005  0.063728     22.37    22.86
HSBC USA, Inc.           4042K1Z63 08/08/12 08/08/19    100.000     0.000    2.6152              0.072645   0.073595   0.074558   0.075533  0.076520     26.60    27.30
HSBC USA, Inc.           4042K1ZD8 03/30/12 03/30/17    100.000     0.000    2.8298              0.079719   0.080847   0.081991   0.083151  0.084328     29.11    29.94
HSBC USA, Inc.           4042K1ZE6 04/04/12 04/04/18    100.000     0.000    3.2440              0.091574   0.093059   0.094568   0.096102  0.097661     33.49    34.59
HSBC USA, Inc.           4042K1ZK2 04/02/12 04/02/19    100.000     0.000    3.4236              0.096731   0.098386   0.100071   0.101784  0.103526     35.42    36.64
HSBC USA, Inc.           4042K1ZU0 03/20/12 09/18/15    100.000     0.000    2.0474              0.057450   0.058039   0.058633   0.059233  0.059839     20.91    21.34
HSBC USA, Inc.           40432X2M2 11/27/12 11/27/18    100.000     0.000    2.0105              0.055848   0.056409   0.056977   0.057549  0.058128     20.24    20.65
HSBC USA, Inc.           40432X2N0 11/27/12 11/27/18    100.000     0.000    2.1491              0.059699   0.060340   0.060989   0.061644  0.062306     21.65    22.12
HSBC USA, Inc.           40432X3T6 11/26/12 11/25/19    100.000     0.000    2.2776              0.063268   0.063985   0.064714   0.065451  0.066196     22.96    23.48
HSBC USA, Inc.           40432X4M0 12/24/12 12/24/18    100.000     0.000    2.0972              0.058256   0.058867   0.059484   0.060108  0.060738     21.09    21.54
HSBC USA, Inc.           40432X4N8 12/26/12 12/26/18    100.000     0.000    2.0970              0.058252   0.058863   0.059480   0.060104  0.060734     21.09    21.53
HSBC USA, Inc.           40432X5F4 12/21/12 12/21/22    100.000    VARIES    1.3475              0.011599   0.011306   0.011012   0.010716  0.010417      4.12     3.91
HSBC USA, Inc.           40432X5K3 12/20/12 01/21/14    100.000     0.000    0.5120              0.014223   0.014229   0.014266                           5.13      .29
HSBC USA, Inc.           40432X5M9 01/29/13 01/29/19    100.000     0.000    2.1341                         0.059283   0.059915   0.060555  0.061201     19.78    21.88
HSBC USA, Inc.           40432X5N7 01/30/13 01/30/19    100.000     0.000    2.1341                         0.059283   0.059915   0.060555  0.061201     19.72    21.88
HSBC USA, Inc.           40432X5T4 01/15/13 01/15/43    100.000     0.000    4.5776                         0.127156   0.130066   0.133043  0.136089     44.48    48.36
HSBC USA, Inc.           40432X5Z0 01/04/13 12/24/18    100.000     0.000    2.0803              0.057788   0.058356   0.058963   0.059576  0.060196     20.74    21.35
HSBC USA, Inc.           40432X7E5 01/29/13 01/29/43    100.000     0.000    4.6460                         0.129057   0.132055   0.135122  0.138261     43.30    49.04
HSBC USA, Inc.           40432XAC5 02/26/13 02/26/19    100.000     0.000    2.2385                         0.062183   0.062879   0.063583  0.064294     19.05    22.94
HSBC USA, Inc.           40432XAD3 02/27/13 02/27/19    100.000     0.000    2.2385                         0.062183   0.062879   0.063583  0.064294     18.99    22.94
HSBC USA, Inc.           40432XAP6 05/07/13 05/07/43    100.000     0.000    4.7437                         0.131771   0.134896   0.138096  0.141371     31.00    49.49
HSBC USA, Inc.           40432XBQ3 02/28/13 08/28/18    100.000     0.000    1.9403                         0.053899   0.054422   0.054950  0.055483     16.40    19.82
HSBC USA, Inc.           40432XCD1 03/28/13 03/28/19    100.000     0.000    2.2310                         0.061974   0.062665   0.063364  0.064071     16.98    22.82
HSBC USA, Inc.           40432XGE5 06/17/13 06/17/43    100.000     0.000    4.8511                         0.134755   0.138023   0.141371  0.144800     26.19    50.39
HSBC USA, Inc.           40432XGU9 06/26/13 06/26/19    100.000     0.000    2.6968                         0.074914   0.075924   0.076947  0.077985     13.86    27.53
HSBC USA, Inc.           40432XGZ8 07/08/13 07/08/20    100.000    VARIES    1.3420                                    0.007557   0.007266  0.006974      1.31     2.57
HSBC USA, Inc.           40432XHX2 07/23/13 07/23/18    100.000     0.000    2.1557                                    0.059883   0.060528  0.061180      9.46    21.88
HSBC USA, Inc.           40432XHZ7 07/26/13 07/26/23    100.000    VARIES    1.5824                                    0.008679   0.008319  0.007957      1.35     2.95
HSBC USA, Inc.           40432XJY8 08/23/13 08/23/23     98.875    VARIES    1.6689                                    0.010838   0.010312  0.009781      1.39     3.67
HSBC USA, Inc.           40432XKQ3 09/26/13 09/26/23    100.000    VARIES    3.9578                                    0.109942   0.109644  0.109340     10.44    39.47
HSBC USA, Inc.           40432XKX8 09/12/13 09/12/23     98.875    VARIES    1.6700                                    0.010868   0.010340  0.009807      1.18     3.70
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           40432XLT6 09/30/13 10/02/23    100.000    VARIES    1.5393                         0.008038   0.008033   0.007519  0.007002       .73     2.71
HSBC USA, Inc.           40433X316 08/12/13 08/14/23    100.000     0.000    3.8455                         0.106821   0.106844   0.108898  0.110992     14.85    39.40
HSBC USA, Inc.           40433X795 06/06/13 05/29/15    100.000     0.000    0.7984                         0.021698   0.022142   0.021868  0.022319      4.55     8.04
HSBC USA, Inc.           40434B867 12/03/13 11/25/20    100.000     0.000    3.1082                                    0.086341   0.087623  0.088985      2.42    31.41
Hancock CNTY SD #325, IL 409828AN0 06/28/13 12/01/14    103.503     0.000    1.2281                         0.035311   0.035495   0.035713                6.47    11.75
Hancock CNTY SD #325, IL 409828AP5 06/28/13 12/01/15    105.618    VARIES    1.4835                         0.043524   0.043798   0.044123  0.042133      7.97    15.78
Hancock CNTY SD #325, IL 409828AQ3 06/28/13 12/01/16    107.747    VARIES    1.7351                         0.051933   0.052316   0.052770  0.050336      9.52    18.86
Hancock CNTY SD #325, IL 409828AR1 06/28/13 12/01/17    109.800    VARIES    1.9860                         0.060575   0.061087   0.061693  0.058789     11.10    22.03
John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15     50.000     0.000    5.6403   380.54     0.136336   0.140181   0.144134   0.148199  0.152379     50.37    53.25
Harrisburg, PA           414738NU4 12/28/95 04/01/13     30.247     0.000    7.0491   680.51     0.189144                                                17.02         
Harrisburg, PA           414738NV2 12/28/95 04/01/14     27.925     0.000    7.1092   637.27     0.177833   0.184155   0.190701                          66.32    17.16
Harrisburg, PA           414738NW0 12/28/95 04/01/15     25.992     0.000    7.1193   594.57     0.166029   0.171939   0.178060   0.184398  0.190962     61.92    66.40
Harrisburg, PA           414738NX8 12/28/95 04/01/16     24.047     0.000    7.1593   555.29     0.155471   0.161036   0.166800   0.172771  0.178956     57.99    62.22
Harrisburg, PA           414738NY6 12/28/95 04/01/17     22.322     0.000    7.1792   517.88     0.145188   0.150400   0.155799   0.161391  0.167185     54.16    58.12
Harrisburg, PA           414738NZ3 12/28/95 04/01/18     20.535     0.000    7.2393   483.18     0.135998   0.140921   0.146022   0.151307  0.156784     50.75    54.49
Harrisburg, PA           414738PA6 12/28/95 04/01/19     19.125     0.000    7.2394   450.02     0.126663   0.131248   0.135999   0.140922  0.146023     47.26    50.75
Hartford Life Insurance  41659LAS0 08/16/07 08/16/17    100.000     0.000    5.7021              0.209808   0.215790   0.221942   0.228270  0.234778     78.25    82.77
Hartford Life Insurance  4165X2AC0 01/23/07 01/23/13    100.000     0.000    4.9060              0.177910                                                 3.91         
Hartford Life Insurance  4165X2AE6 02/06/07 02/06/13    100.000     0.000    4.9496              0.179912                                                 6.30         
Hartford Life Insurance  4165X2AG1 02/20/07 02/20/13    100.000     0.000    4.8472              0.175223                                                 8.59         
Hartford Life Insurance  4165X2AJ5 03/05/07 03/05/13    100.000     0.000    4.6977              0.168464                                                10.78         
Hartford Life Insurance  4165X2AM8 03/19/07 03/19/13    100.000     0.000    4.8023              0.173183                                                13.51         
Hartford Life Insurance  4165X2AP1 04/23/07 04/23/14    100.000     0.000    4.5737              0.162924   0.166650   0.170461                          59.84    19.09
Hartford Life Insurance  4165X2AR7 05/07/07 05/07/13    100.000     0.000    4.6205              0.165008                                                20.79         
Hartford Life Insurance  4165X2AT3 06/11/07 06/11/14    100.000     0.000    5.0297              0.183613   0.188230   0.192964                          67.12    30.87
Hartford Life Insurance  4165X2AU0 07/02/07 07/02/14    100.000     0.000    5.2090              0.187120   0.191994   0.196994   0.202125               70.01    36.58
Hartford Life Insurance  4165X2AV8 07/23/07 07/23/14    100.000     0.000    5.1914              0.186328   0.191165   0.196127   0.201218               69.50    40.53
Hartford Life Insurance  4165X2AW6 08/13/07 08/13/14    100.000     0.000    5.1603              0.184934   0.189705   0.194600   0.199621               68.77    44.10
Hartford Life Insurance  4165X2AX4 09/04/07 09/04/14    100.000     0.000    5.1515              0.184538   0.189291   0.194167   0.199168               68.42    48.08
Hartford Life Insurance  4165X2BD7 01/30/08 01/30/13    100.000     0.000    3.6931              0.120950                                                 3.51         
Hartford Life Insurance  4165X2BH8 07/02/08 06/25/13    100.000     0.000    4.4925              0.152280                                                26.50         
Hartford Life Insurance  4165X2BJ4 07/09/08 07/09/15    100.000     0.000    4.1028              0.134070   0.136821   0.139627   0.142492  0.145415     49.72    51.78
Hartford Life Insurance  4165X2BK1 07/24/08 01/15/13    100.000     0.000    4.5364              0.150612                                                 2.11         
Helix Energy Solutions   42330PAG2 03/12/12 03/15/32    100.000    VARIES    7.5037              0.212946   0.217549   0.222324   0.227278  0.232418     78.48    82.00
Hoboken, NJ              434110QH8 08/28/03 04/01/27     19.107     0.000    7.1397   176.98     0.071715   0.074275   0.076927   0.079673  0.082517     26.75    28.69
Hoboken, NJ              434110QJ4 08/28/03 04/01/28     17.813     0.000    7.1396   164.99     0.066856   0.069243   0.071715   0.074275  0.076927     24.94    26.75
Hoboken, NJ              434110QK1 08/28/03 04/01/29     16.606     0.000    7.1397   153.82     0.062327   0.064552   0.066856   0.069243  0.071715     23.25    24.94
Hoboken, NJ              434110QL9 08/28/03 04/01/30     15.481     0.000    7.1397   143.40     0.058105   0.060179   0.062327   0.064552  0.066856     21.67    23.25
Hoboken, NJ              434110QM7 08/28/03 04/01/31     14.432     0.000    7.1397   133.68     0.054168   0.056102   0.058104   0.060179  0.062327     20.20    21.67
Hoboken, NJ              434110QN5 08/28/03 04/01/32     13.454     0.000    7.1398   124.62     0.050498   0.052301   0.054168   0.056102  0.058104     18.83    20.20
Hoboken, NJ              434110QP0 08/28/03 04/01/33     12.543     0.000    7.1396   116.18     0.047077   0.048758   0.050498   0.052301  0.054168     17.56    18.83
Hologic, Inc.            436440AA9 12/10/07 12/15/37    100.000    VARIES    9.1269              0.361245   0.373172   0.389838   0.404610  0.424602    134.52   145.59
Horizon Lines, Inc.      44044KAC5 10/05/11 04/15/17     92.470     6.000    N/A                 0.206716   0.214430   0.222432   0.230733  0.239344     77.00    82.86
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Horizon Lines, Inc.      44044KAG6 10/05/11 04/15/17     92.470     6.000    N/A                 0.206716   0.214430   0.222432   0.230733  0.239344     77.00    82.85
Horizon Lines, Inc.      44044KAH4 04/26/12 04/15/17    100.000     6.000    5.9999              0.166667   0.166667   0.166667   0.166667  0.166667     60.00    60.00
Hornbeck Offshore SVCS   440543AF3 08/17/09 09/01/17*    97.123     8.000    8.5012     9.80     0.009182   0.009573                                      1.24*        
Hornbeck Offshore SVCS   440543AG1 08/17/09 09/01/17*    97.123     8.000    8.5012     9.80     0.009182   0.009573                                      1.24*        
Hornbeck Offshore SVCS   440543AH9 08/17/09 09/01/17*    97.123     8.000    8.5012     9.80     0.009182   0.009573                                      1.24*        
Host Marriott Corp.      441079209 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Host Marriott Corp.      441079308 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Hovnanian Enterprises    442488BK7 02/14/11 10/15/15     97.453    11.875   12.6129     8.58     0.014202   0.015098   0.016050   0.017062  0.018138      5.41     6.12
Hovnanian Enterprises    442488BL5 11/01/11 11/01/21     53.000     5.000   13.8062    28.39     0.073563   0.078641   0.084070   0.089874  0.096078     28.03    32.03
Hovnanian Enterprises    442488BM3 11/01/11 11/01/21     42.000     2.000   12.1926              0.153140   0.159089   0.165400   0.172097  0.179201     56.94    61.58
Hovnanian Enterprises    442488BP6 10/02/12 12/01/17     76.851     0.000    5.1630     9.84     0.111150   0.114020   0.116963   0.119983  0.123080     40.70    42.83
Hudson CNTY NJ Impt Auth 443731BV5 12/29/10 01/01/14     98.987     3.500    3.8602     6.63     0.009630   0.009816                                      3.50         
Hudson CNTY NJ Impt Auth 443731BW3 12/29/10 01/01/15     98.689     4.000    4.3602     6.28     0.009180   0.009380   0.009585   0.009793                3.34     3.49
Hutchinson Tech Inc.     448407AG1 02/11/11 01/15/15     84.940     8.500   13.5701    62.89     0.101430   0.108313   0.115662   0.123510  0.131890     40.12    45.74
Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23     95.305     1.200    N/A                 0.012284   0.012389   0.012495   0.012601  0.012709      4.46     4.53
Independent Cities, CA   45385PAA2 03/06/12 05/15/16     77.629    18.000   27.2683    27.58     0.105229   0.119577   0.135880   0.154406  0.175458     41.87    54.07
Insignia Financing I     45766X304 11/01/96 09/30/16    100.000     6.500    6.4999              0.178571   0.177596   0.178571   0.177596  0.178571     65.00    65.00
Interface, Inc.          458665AL0 06/05/09 11/01/13     96.301    11.375   12.4916    28.44     0.027478   0.029194                                      8.55         
Interface, Inc.          458665AM8 06/05/09 11/01/13     96.301    11.375   12.4916    28.44     0.027478   0.029194                                      8.55         
Interface, Inc.          458665AN6 06/05/09 11/01/13     96.301    11.375   12.4916    28.44     0.027478   0.029194                                      8.55         
Intl Bnk for Reconstr    459056GS0 03/06/85 02/15/13      5.019     0.000   10.9967   937.06     0.283251                                                12.75         
Intl Bnk for Reconstr    459056GT8 03/06/85 08/15/13      4.757     0.000   10.9970   888.23     0.268495   0.287954                                     64.20         
Intl Bnk for Reconstr    459056GU5 03/06/85 02/15/14      4.634     0.000   10.8975   841.62     0.252555   0.270730   0.280827                          99.40    12.64
Intl Bnk for Reconstr    459056GV3 03/06/85 08/15/14      4.395     0.000   10.8971   798.13     0.239498   0.256733   0.266308   0.285472               94.26    63.65
Intl Bnk for Reconstr    459056GW1 03/06/85 02/15/15      4.349     0.000   10.7474   757.49     0.224800   0.240806   0.249609   0.267382  0.277157     88.40    98.15
Intl Bnk for Reconstr    459056HY6 01/07/86 02/15/16      5.299     0.000    9.9989   684.56     0.193106   0.206121   0.212898   0.227246  0.234717     75.59    83.34
Intl Bnk for Reconstr    459056JL2 01/07/86 02/15/13      6.323     0.000   10.4488   924.63     0.269838                                                12.14         
Intl Bnk for Reconstr    459056JM0 01/07/86 02/15/14      5.865     0.000   10.3490   834.49     0.241725   0.258447   0.267389                          94.82    12.03
Intl Bnk for Reconstr    459056JN8 01/07/86 02/15/15      5.604     0.000   10.1490   754.64     0.215323   0.230000   0.237731   0.253935  0.262471     84.36    93.14
Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16     91.022     9.500   11.2256    39.09     0.030968   0.032706   0.034542   0.036480  0.038528     11.89    13.26
Irvington Township, NJ   464080JQ4 12/21/06 07/15/13     71.337     0.000    5.2095   259.32     0.137457   0.141037                                     27.31         
Irvington Township, NJ   464080JR2 12/21/06 07/15/14     67.412     0.000    5.2795   248.84     0.132140   0.135628   0.139209   0.142884               49.37    27.67
Irvington Township, NJ   464080JS0 12/21/06 07/15/15     63.882     0.000    5.2996   236.84     0.125833   0.129168   0.132590   0.136104  0.139710     47.02    49.55
Irvington Township, NJ   464080JT8 12/21/06 07/15/16     60.176     0.000    5.3796   226.99     0.120846   0.124097   0.127435   0.130863  0.134383     45.18    47.65
Irvington Township, NJ   464080JU5 12/21/06 07/15/17     56.947     0.000    5.3997   215.73     0.114914   0.118016   0.121203   0.124475  0.127836     42.97    45.32
Irvington Township, NJ   464080JV3 12/21/06 07/15/18     53.750     0.000    5.4396   205.36     0.109501   0.112479   0.115539   0.118681  0.121909     40.96    43.22
Ivax Corporation         465823AK8 12/22/04 12/15/24     98.500    VARIES    5.7510              0.217594   0.222353   0.226950   0.231679  0.236544     79.34    82.71
Ivax Corporation         465823AN2 12/22/04 12/15/24     98.500    VARIES    5.7510              0.217594   0.222353   0.226950   0.231679  0.236544     79.34    82.71
Ivax Corporation         465823AP7 05/09/05 05/15/25    100.000    VARIES    6.9833              0.296495   0.305053   0.313910   0.323041  0.332491    109.08   115.51
Ivax Corporation         465823AQ5 05/09/05 05/15/25    100.000    VARIES    6.9833              0.296495   0.305053   0.313910   0.323041  0.332491    109.08   115.51
JP Morgan Chase & Co.    46625H241 07/31/09 07/31/14    100.000     0.000    5.8937              0.194880   0.200623   0.206535   0.212621               72.95    44.26
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    46625H266 05/29/09 05/29/15    100.000     1.500    5.0865              0.160442   0.163463   0.166561   0.169737  0.172995     58.50    60.74
JP Morgan Chase & Co.    46625H563 10/31/08 10/31/13    100.000     0.000    7.5853              0.283797   0.294561                                     86.79         
JP Morgan Chase & Co.    46625H647 07/31/08 07/31/13    100.000     0.000    5.9091              0.207198   0.213320                                     44.41         
JP Morgan Chase & Co.    46625HFU9 04/26/06 04/26/13    100.000     0.000    5.6025              0.222876                                                25.63         
JP Morgan Chase & Co.    46634E783 12/24/09 06/23/15    100.000     0.000    3.6045              0.111444   0.113452   0.115497   0.117579  0.119698     40.51    41.99
JP Morgan Chase & Co.    46634X187 06/29/11 06/29/17    100.000     0.000    3.2582              0.095003   0.096551   0.098124   0.099723  0.101347     34.49    35.62
Jackson CNTYS SD#165, IL 466484EX6 06/28/07 12/01/13     69.690     0.000    5.6993   252.94     0.149664   0.153929                                     50.16         
Jackson CNTYS SD#165, IL 466484EY4 06/28/07 12/01/14     65.644     0.000    5.7494   240.66     0.142589   0.146688   0.150905   0.155243               52.32    50.58
Jackson CNTYS SD#165, IL 466484EZ1 06/28/07 12/01/15     61.520     0.000    5.8495   230.06     0.136679   0.140676   0.144791   0.149025  0.153384     50.17    53.14
Jackson CNTYS SD#165, IL 466484FA5 06/28/07 12/01/16     57.808     0.000    5.8995   218.31     0.129871   0.133702   0.137646   0.141706  0.145886     47.68    50.53
Jackson CNTYS SD#165, IL 466484FB3 06/28/07 12/01/17     53.993     0.000    5.9995   207.90     0.124010   0.127730   0.131561   0.135508  0.139573     45.54    48.31
Jackson CNTYS SD#165, IL 466484FC1 06/28/07 12/01/18     50.612     0.000    6.0496   196.76     0.117524   0.121079   0.124741   0.128514  0.132401     43.16    45.82
Jackson CNTYS SD#165, IL 466484FD9 06/28/07 12/01/19     47.112     0.000    6.1496   186.66     0.111792   0.115230   0.118773   0.122425  0.126189     41.07    43.64
Jackson CNTYS SD#165, IL 466484FE7 06/28/07 12/01/20     44.055     0.000    6.1997   176.20     0.105667   0.108943   0.112320   0.115802  0.119391     38.83    41.27
Jackson CNTYS SD#165, IL 466484FF4 06/28/07 12/01/21     41.157     0.000    6.2496   166.15     0.099774   0.102891   0.106107   0.109422  0.112842     36.67    39.00
Jackson CNTYS SD#165, IL 466484FG2 06/28/07 12/01/22     38.700     0.000    6.2497   156.23     0.093819   0.096751   0.099774   0.102892  0.106107     34.48    36.67
Jackson CNTYS SD#165, IL 466484FH0 06/28/07 12/01/23     36.102     0.000    6.2996   147.10     0.088452   0.091238   0.094112   0.097076  0.100134     32.51    34.59
Jackson CNTYS SD#165, IL 466484FJ6 06/28/07 12/01/24     33.931     0.000    6.2996   138.25     0.083132   0.085751   0.088452   0.091238  0.094112     30.56    32.51
Jackson CNTYS SD#165, IL 466484FK3 06/28/07 12/01/25     31.890     0.000    6.2997   129.94     0.078133   0.080594   0.083133   0.085751  0.088452     28.72    30.56
Jackson CNTYS SD#165, IL 466484FL1 06/28/07 12/01/26     29.691     0.000    6.3497   122.10     0.073516   0.075850   0.078258   0.080743  0.083307     27.03    28.77
Jackson CNTYS SD#165, IL 466484FM9 06/28/07 06/15/27     28.707     0.000    6.3499   118.03     0.071254   0.073517   0.075851   0.078259  0.080744     26.13    27.82
Jarden Corporation       471109AC2 04/30/09 05/01/16*    97.401     8.000    8.5000    11.74     0.010381                                                 1.25*        
Jefferson CNTYS #521, IL 474070GE3 11/30/07 12/01/13    107.171    VARIES    5.0310              0.141527   0.140650                                     46.55         
Jefferson CNTYS #521, IL 474070GF0 11/30/07 12/01/14    105.427    VARIES    5.1337              0.144925   0.144367   0.143795   0.143208               52.04    47.35
Jefferson CNTYS #521, IL 474070HM4 05/30/13 12/01/15     99.826    VARIES    0.9968              0.027641   0.027642   0.027780   0.027918  0.027663      5.84    10.02
Jefferson CNTYS #521, IL 474070HN2 05/30/13 12/01/16     99.746    VARIES    1.1968              0.033160   0.033161   0.033360   0.033559  0.033181      7.00    12.04
Jefferson CNTYS #521, IL 474070HP7 05/30/13 12/01/17     99.674    VARIES    1.4462              0.040041   0.040043   0.040333   0.040625  0.040060      8.46    14.56
Jefferson CNTYS #521, IL 474070HQ5 05/30/13 12/01/18     99.605    VARIES    1.6956              0.046916   0.046918   0.047316   0.047717  0.046929      9.91    17.09
Jefferson CNTYS #521, IL 474070HR3 05/30/13 12/01/22    107.317    VARIES    2.8894              0.086135   0.086143   0.087387   0.088650  0.085165     18.21    31.62
Jefferson CNTYS #521, IL 474070HS1 05/30/13 12/01/23    105.651    VARIES    3.0399              0.089213   0.089221   0.090577   0.091954  0.088472     18.87    32.79
Jersey & Green County,IL 476538DM2 06/03/10 02/01/13    106.687    VARIES    2.3595              0.066398                                                 1.99         
Josephine County, OR     480890AA0 10/30/01 06/01/17     36.621     0.000    6.5496   386.13     0.136133   0.140591   0.145195   0.149950  0.154861     50.08    53.42
Josephine County, OR     480890AB8 10/30/01 06/01/18     33.518     0.000    6.6996   364.68     0.129522   0.133861   0.138345   0.142979  0.147769     47.67    50.92
Josephine County, OR     480890AN2 10/30/01 06/01/13     50.411     0.000    5.9995   471.62     0.161802                                                24.27         
Josephine County, OR     480890AP7 10/30/01 06/01/14     46.941     0.000    6.0994   449.05     0.154828   0.159550   0.164416                          56.88    24.66
Josephine County, OR     480890AQ5 10/30/01 06/01/15     43.624     0.000    6.1996   426.64     0.147833   0.152416   0.157141   0.162012  0.167034     54.32    57.74
Josephine County, OR     480890AR3 10/30/01 06/01/16     40.464     0.000    6.2995   404.45     0.140841   0.145277   0.149853   0.154574  0.159442     51.77    55.08
JP Morgan Chase & Co.    48121CV94 10/31/08 10/31/13    100.000     0.000    7.5164              0.278923   0.284687                                     85.57         
JP Morgan Chase & Co.    48123J3N7 09/19/07 03/19/13    100.000     0.000    5.4833              0.199622                                                15.57         
JP Morgan Chase & Co.    48123J4P1 09/28/07 03/28/13    100.000     0.000    5.4134              0.196408                                                17.09         
JP Morgan Chase & Co.    48123JEY1 09/29/06 09/30/13    100.000     0.000    5.3723              0.205151   0.210661                                     56.18         
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123JGS2 10/31/06 04/30/14    100.000     0.000    5.3122              0.202112   0.207480   0.212991                          74.39    25.35
JP Morgan Chase & Co.    48123JHN2 11/30/06 11/29/13    100.000     0.000    5.2614              0.199559   0.204809                                     66.40         
JP Morgan Chase & Co.    48123JKR9 12/29/06 05/30/14    100.000     0.000    5.2900              0.200173   0.205467   0.210902                          73.35    31.42
JP Morgan Chase & Co.    48123JMM8 01/31/07 01/30/15    100.000     0.000    5.6332              0.207749   0.217140   0.219616   0.229545  0.232162     79.37    83.90
JP Morgan Chase & Co.    48123JPU7 02/28/07 02/27/15    100.000     0.000    5.3382              0.193790   0.202260   0.204273   0.213201  0.215323     73.60    77.58
JP Morgan Chase & Co.    48123JQ85 08/22/07 02/22/13    100.000     0.000    5.6831              0.208915                                                10.65         
JP Morgan Chase & Co.    48123JRG6 02/28/07 02/28/13    100.000     0.000    5.3427              0.197241                                                11.44         
JP Morgan Chase & Co.    48123JRJ0 02/28/07 02/28/14    100.000     0.000    5.3423              0.197223   0.199190   0.207900                          73.66    12.06
JP Morgan Chase & Co.    48123JRK7 02/28/07 02/28/14    100.000     0.000    5.3423              0.197223   0.199190   0.207900                          73.66    12.06
JP Morgan Chase & Co.    48123JSD2 03/30/07 09/30/14    100.000     0.000    5.2522              0.194034   0.199130   0.204359   0.209726               71.71    55.94
JP Morgan Chase & Co.    48123JUZ0 04/30/07 10/31/14    100.000     0.000    5.3122              0.196882   0.202112   0.207480   0.212991               72.47    63.03
JP Morgan Chase & Co.    48123JZV4 07/20/07 01/23/13    100.000     0.000    5.7512              0.212221                                                 4.67         
JP Morgan Chase & Co.    48123L2Z6 07/24/09 07/23/14    100.000     0.000    4.4937              0.142612   0.145816   0.149092   0.152442               52.94    30.72
JP Morgan Chase & Co.    48123L3N2 07/02/09 07/02/14    100.000    VARIES    2.9362              0.084595   0.084337   0.084074   0.082828               30.31    14.99
JP Morgan Chase & Co.    48123L3R3 07/20/09 07/20/14    100.000    VARIES    2.9075              0.082567   0.082257   0.081943   0.081358               29.57    16.20
JP Morgan Chase & Co.    48123LC36 02/27/09 02/27/14    100.000     0.000    5.9738              0.203904   0.209994   0.216266                          76.03    12.11
JP Morgan Chase & Co.    48123LC44 02/27/09 02/27/15    100.000     0.000    6.1636              0.211742   0.218268   0.224995   0.231928  0.239076     79.05    83.99
JP Morgan Chase & Co.    48123LDQ4 07/31/08 07/31/14    100.000     0.000    6.1320              0.216886   0.223535   0.230389   0.237453               81.31    49.42
JP Morgan Chase & Co.    48123LDT8 07/31/08 07/31/13    100.000     0.000    5.9323              0.208200   0.214376                                     44.63         
JP Morgan Chase & Co.    48123LDX9 07/31/08 07/31/13    100.000     0.000    5.9323              0.208200   0.214376                                     44.63         
JP Morgan Chase & Co.    48123LH31 03/31/09 03/31/14    100.000     0.000    6.8761              0.241994   0.250314   0.258919                          90.16    23.04
JP Morgan Chase & Co.    48123LMF8 09/30/08 09/30/13    100.000     0.000    6.2147              0.220514   0.227366                                     60.55         
JP Morgan Chase & Co.    48123LMG6 09/30/08 09/30/14    100.000     0.000    6.3642              0.227134   0.234361   0.241819   0.249514               84.41    66.43
JP Morgan Chase & Co.    48123LNV2 09/30/08 09/30/13    100.000     0.000    6.2147              0.220514   0.227366                                     60.55         
JP Morgan Chase & Co.    48123LP40 04/30/09 01/31/13    100.000     0.000    5.2314              0.171887                                                 4.98         
JP Morgan Chase & Co.    48123LPC2 09/12/08 03/10/14    100.000     0.000    5.2252              0.178358   0.183018   0.187799                          66.10    12.96
JP Morgan Chase & Co.    48123LQ56 04/17/09 04/17/14    100.000    VARIES    2.9876              0.083866   0.083723   0.083360                          30.13     8.84
JP Morgan Chase & Co.    48123LRT3 10/31/08 10/31/13    100.000     0.000    7.5661              0.282870   0.293572                                     86.50         
JP Morgan Chase & Co.    48123LRU0 10/31/08 10/31/14    100.000     0.000    7.7555              0.292074   0.303400   0.315165   0.327386              108.59    96.43
JP Morgan Chase & Co.    48123LUM4 10/31/08 10/30/15    100.000     0.000    7.9479              0.298168   0.308323   0.322338   0.333316  0.348466    112.21   121.31
JP Morgan Chase & Co.    48123LUN2 10/31/08 10/30/15    100.000     0.000    7.9479              0.298168   0.308323   0.322338   0.333316  0.348466    112.21   121.31
JP Morgan Chase & Co.    48123LVN1 11/28/08 11/28/14    100.000     0.000    6.9664              0.254488   0.263352   0.272525   0.282018               93.81    90.82
JP Morgan Chase & Co.    48123LVP6 11/28/08 05/29/15    100.000     0.000    7.0456              0.258220   0.267317   0.276734   0.286483  0.296575     95.19   102.01
JP Morgan Chase & Co.    48123LXB5 12/29/08 12/30/13    100.000     0.000    5.5032              0.189974   0.195201                                     69.14         
JP Morgan Chase & Co.    48123LXM1 12/29/08 12/29/14    100.000     0.000    5.6426              0.195814   0.201338   0.207018   0.212859               71.51    75.16
JP Morgan Chase & Co.    48123M4N9 05/22/08 11/22/13    100.000     0.000    4.9518              0.171420   0.175664                                     55.79         
JP Morgan Chase & Co.    48123M5Y4 06/30/08 06/28/13    100.000     0.000    5.4798              0.194086                                                34.35         
JP Morgan Chase & Co.    48123M5Z1 06/30/08 06/28/13    100.000     0.000    5.4798              0.194086                                                34.35         
JP Morgan Chase & Co.    48123M6A5 06/30/08 06/30/14    100.000     0.000    5.6400              0.201223   0.206898   0.212732                          73.47    38.08
JP Morgan Chase & Co.    48123M6L1 06/06/08 06/06/13    100.000     0.000    5.1615              0.180333                                                27.95         
JP Morgan Chase & Co.    48123MDK5 11/21/07 05/21/13    100.000     0.000    5.4319              0.197257                                                27.62         
JP Morgan Chase & Co.    48123MDM1 11/21/07 05/21/13    100.000     0.000    5.4319              0.197257                                                27.62         
JP Morgan Chase & Co.    48123MES7 11/30/07 05/31/13    100.000     0.000    5.1118              0.182759                                                27.23         
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123MF80 04/25/08 04/25/13    100.000     0.000    5.0228              0.174419                                                19.88         
JP Morgan Chase & Co.    48123MH21 04/30/08 04/30/13    100.000     0.000    5.0426              0.175260                                                20.86         
JP Morgan Chase & Co.    48123MH39 04/30/08 04/30/14    100.000     0.000    5.2026              0.182096   0.186833   0.191693                          66.99    22.81
JP Morgan Chase & Co.    48123MJN3 12/26/07 06/26/13    100.000     0.000    5.1101              0.182683                                                31.97         
JP Morgan Chase & Co.    48123MMS8 01/31/08 01/31/13    100.000     0.000    4.5315              0.153997                                                 4.47         
JP Morgan Chase & Co.    48123MPA4 01/31/08 01/31/14    100.000     0.000    4.7582              0.163323   0.167209   0.171187                          60.68     4.96
JP Morgan Chase & Co.    48123MSD5 02/29/08 02/28/13    100.000     0.000    4.5721              0.154798                                                 8.98         
JP Morgan Chase & Co.    48123MSE3 02/29/08 02/28/14    100.000     0.000    4.8222              0.165068   0.166292   0.173124                          61.47    10.04
JP Morgan Chase & Co.    48123MVT6 02/26/08 02/26/13    100.000     0.000    4.7223              0.161834                                                 8.90         
JP Morgan Chase & Co.    48123MX31 05/30/08 05/31/13    100.000     0.000    4.9616              0.171832                                                25.60         
JP Morgan Chase & Co.    48123MX49 05/30/08 05/30/14    100.000     0.000    5.1515              0.179904   0.184538   0.189291                          65.89    28.20
JP Morgan Chase & Co.    48124A3Q8 12/20/10 12/21/15    100.000     0.000    3.3603              0.099787   0.101464   0.103168   0.104902  0.106664     36.26    37.49
JP Morgan Chase & Co.    48124A4S3 12/28/10 12/26/14    100.000     0.000    2.6121              0.076414   0.077412   0.078423   0.079448               27.70    28.02
JP Morgan Chase & Co.    48124ACX3 12/28/09 12/31/14    100.000     0.000    3.5880              0.110309   0.110457   0.114302   0.114456               40.29    41.63
JP Morgan Chase & Co.    48124ACY1 12/28/09 12/31/15    100.000     0.000    3.8782              0.120258   0.120592   0.124968   0.125314  0.129861     43.96    45.68
JP Morgan Chase & Co.    48124ACZ8 12/28/09 12/31/14    100.000     0.000    3.5880              0.110309   0.110457   0.114302   0.114456               40.29    41.63
JP Morgan Chase & Co.    48124AD20 09/30/10 09/30/16    100.000     0.000    3.0410              0.089729   0.091093   0.092478   0.093884  0.095312     32.80    33.80
JP Morgan Chase & Co.    48124AKU0 03/29/10 03/27/15    100.000     1.800    3.4731              0.100646   0.101525   0.102420   0.103330  0.104256     36.56    37.21
JP Morgan Chase & Co.    48124ALG0 04/08/10 04/08/14    100.000     0.000    3.0012              0.089815   0.091163   0.092531                          32.80     8.98
JP Morgan Chase & Co.    48124ANY9 05/11/10 05/12/15    100.000     1.800    3.4048              0.098510   0.099336   0.100175   0.101030  0.101898     35.69    36.30
JP Morgan Chase & Co.    48124ARD1 06/09/10 06/09/15    100.000     0.000    3.8907              0.119005   0.121320   0.123680   0.126086  0.128539     43.36    45.06
JP Morgan Chase & Co.    48124ASD0 05/28/10 05/31/16    100.000     0.000    3.9190              0.118673   0.120337   0.123370   0.125100  0.128252     43.77    45.50
JP Morgan Chase & Co.    48124AUK1 06/15/10 06/15/15    100.000     1.650    3.6021              0.105122   0.106190   0.107277   0.108383  0.109510     38.07    38.85
JP Morgan Chase & Co.    48124AV38 11/30/10 11/30/16    100.000     0.000    3.1390              0.092799   0.094256   0.095735   0.097237  0.098764     33.76    34.83
JP Morgan Chase & Co.    48124AV46 11/30/10 11/28/14    100.000     0.000    2.2307              0.064770   0.065492   0.066223   0.066961               23.50    21.79
JP Morgan Chase & Co.    48124AV95 11/30/10 11/30/16    100.000     0.000    3.0404              0.089711   0.091075   0.092459   0.093865  0.095292     32.63    33.63
JP Morgan Chase & Co.    48124AZC4 08/31/10 08/29/14    100.000     0.000    2.1822              0.062263   0.063288   0.063629   0.064677               23.08    15.46
JP Morgan Chase & Co.    48124AZW0 09/15/10 09/15/25    100.000    VARIES    3.5831              0.091220   0.089744   0.088243   0.088026  0.087806     32.26    31.68
JP Morgan Chase & Co.    48125V2G4 08/31/12 08/31/18    100.000     0.000    2.4104              0.066587   0.066291   0.068202   0.067898  0.069856     24.45    25.04
JP Morgan Chase & Co.    48125V4Q0 09/28/12 09/29/17    100.000     0.000    1.9604              0.054459   0.054993   0.055532   0.056076  0.056626     19.80    20.19
JP Morgan Chase & Co.    48125V7G9 09/28/12 03/29/18    100.000     0.000    2.0907              0.058080   0.058687   0.059301   0.059921  0.060547     21.13    21.57
JP Morgan Chase & Co.    48125VA67 06/29/12 06/30/16    100.000     0.000    2.5495              0.071730   0.072644   0.073570   0.074508  0.075458     25.99    26.66
JP Morgan Chase & Co.    48125VC40 06/20/12 12/20/17    100.000     0.000    3.2200              0.090885   0.092349   0.093836   0.095346  0.096881     33.01    34.09
JP Morgan Chase & Co.    48125VC57 06/29/12 06/29/18    100.000     0.000    3.0497              0.086008   0.087319   0.088651   0.090002  0.091375     31.20    32.16
JP Morgan Chase & Co.    48125VEL0 12/30/11 12/29/17    100.000     0.000    3.8400              0.110792   0.112920   0.115088   0.117297  0.119550     40.28    41.84
JP Morgan Chase & Co.    48125VFX3 12/29/11 12/29/14    100.000     0.000    2.5696              0.073226   0.074167   0.075120   0.076085               26.53    27.07
JP Morgan Chase & Co.    48125VHH6 01/31/12 01/31/18    100.000     0.000    3.5407              0.100095   0.101867   0.103670   0.105506  0.107373     36.89    38.21
JP Morgan Chase & Co.    48125VJ35 07/31/12 07/31/27    100.000    VARIES    4.0733              0.113150   0.111494   0.109804   0.108723  0.107620     39.93    39.01
JP Morgan Chase & Co.    48125VJ50 07/30/12 07/30/27    100.000    VARIES    4.0727              0.113133   0.110346   0.107502   0.105703  0.103868     39.38    37.83
JP Morgan Chase & Co.    48125VKB5 01/25/12 01/25/16    100.000     0.000    2.8904              0.081452   0.082629   0.083823   0.085035  0.086263     29.90    30.78
JP Morgan Chase & Co.    48125VL24 07/05/12 01/04/18    100.000     0.000    2.9500              0.081946   0.083148   0.084374   0.085619  0.086882     30.15    31.04
JP Morgan Chase & Co.    48125VM72 06/29/12 06/28/19    100.000     0.000    3.2698              0.092307   0.093816   0.095350   0.096909  0.098494     33.51    34.62
JP Morgan Chase & Co.    48125VMA5 02/29/12 02/29/16    100.000     0.000    2.4510              0.068537   0.068246   0.070227   0.069929  0.071959     25.17    25.79
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48125VMC1 02/29/12 02/28/18    100.000     0.000    3.1994              0.089796   0.089745   0.092692   0.092639  0.095681     33.12    34.19
JP Morgan Chase & Co.    48125VPV6 03/30/12 06/30/16    100.000     0.000    2.3101              0.065287   0.066041   0.066804   0.067575  0.068356     23.64    24.19
JP Morgan Chase & Co.    48125VPW4 03/30/12 09/30/15    100.000     0.000    2.0106              0.056412   0.056979   0.057552   0.058131  0.058715     20.51    20.93
JP Morgan Chase & Co.    48125VPZ7 03/30/12 09/28/18    100.000     0.000    3.1110              0.087746   0.089111   0.090497   0.091905  0.093335     32.09    33.10
JP Morgan Chase & Co.    48125VQH6 03/16/12 03/16/27    100.000    VARIES    4.7665              0.131920   0.131423   0.130914   0.130393  0.129859     47.30    46.92
JP Morgan Chase & Co.    48125VRA0 03/07/12 03/07/17    100.000     0.000    2.6907              0.075748   0.076767   0.077800   0.078846  0.079907     27.69    28.44
JP Morgan Chase & Co.    48125VSN1 03/27/12 03/27/20    100.000     0.000    3.7709              0.106723   0.108736   0.110786   0.112875  0.115003     39.16    40.66
JP Morgan Chase & Co.    48125VTK6 04/30/12 07/29/16    100.000     0.000    2.3703              0.066228   0.067013   0.067808   0.068611  0.069424     24.22    24.80
JP Morgan Chase & Co.    48125VTL4 04/30/12 10/30/15    100.000     0.000    2.0702              0.058104   0.058705   0.059313   0.059927  0.060547     21.10    21.54
JP Morgan Chase & Co.    48125VTP5 04/30/12 04/30/18    100.000     0.000    3.0309              0.085470   0.086765   0.088080   0.089415  0.090770     31.16    32.11
JP Morgan Chase & Co.    48125VWQ9 05/18/12 08/18/16    100.000     0.000    2.4102              0.067356   0.068168   0.068990   0.069821  0.070662     24.61    25.21
JP Morgan Chase & Co.    48125VY20 08/31/12 08/31/16    100.000     0.000    1.7203              0.047522   0.047150   0.048343   0.047964  0.049179     17.38    17.68
JP Morgan Chase & Co.    48125VYX2 07/05/12 07/05/27    100.000    VARIES    4.3956              0.122100   0.121273   0.120428   0.119565  0.118682     43.51    42.89
JP Morgan Chase & Co.    48125VZ94 08/31/12 08/31/17    100.000    VARIES    1.7166              0.047421   0.046841   0.047816   0.047248  0.048248     17.25    17.40
JP Morgan Chase & Co.    48125X4L7 10/21/11 10/22/18    100.000     0.000    4.1614              0.120471   0.122978   0.125536   0.128149  0.130815     44.17    46.03
JP Morgan Chase & Co.    48125X4M5 10/21/11 10/22/18    100.000     0.000    4.1614              0.120471   0.122978   0.125536   0.128149  0.130815     44.17    46.03
JP Morgan Chase & Co.    48125XKB1 03/30/11 03/30/21    100.000    VARIES    5.0718              0.145375   0.146948   0.146921   0.146894  0.146791     52.76    52.87
JP Morgan Chase & Co.    48125XKM7 04/08/11 04/08/22    100.000    VARIES    5.1602              0.145899   0.146796   0.147110   0.147433  0.147564     52.79    53.06
JP Morgan Chase & Co.    48125XKS4 03/30/11 03/30/17    100.000     0.000    4.0116              0.118275   0.120648   0.123068   0.125536  0.128054     43.44    45.20
JP Morgan Chase & Co.    48125XLH7 04/07/11 10/08/15    100.000     0.000    3.3515              0.096790   0.097875   0.100062   0.101182  0.103443     35.80    37.01
JP Morgan Chase & Co.    48125XTB2 06/15/11 06/15/23    100.000    VARIES    5.0712              0.142648   0.143271   0.143637   0.144013  0.144206     51.48    51.79
JP Morgan Chase & Co.    48125XZW9 08/16/11 08/14/14    100.000     0.000    1.3505              0.038022   0.038278   0.038537   0.038797               13.80     8.64
JP Morgan Chase & Co.    48126DAQ2 10/05/12 10/05/17    100.000     0.000    1.9305              0.053626   0.054144   0.054667   0.055194  0.055727     19.49    19.87
JP Morgan Chase & Co.    48126DBB4 11/02/12 10/31/18    100.000     0.000    2.2804              0.063346   0.064061   0.064791   0.065530  0.066277     23.02    23.55
JP Morgan Chase & Co.    48126DBJ7 10/31/12 10/31/17    100.000     0.000    2.0204              0.056123   0.056690   0.057263   0.057841  0.058426     20.38    20.79
JP Morgan Chase & Co.    48126DF20 03/27/13 09/27/17    100.000     0.000    1.6905                         0.046961   0.047358   0.047758  0.048162     12.90    17.20
JP Morgan Chase & Co.    48126DFM6 11/30/12 02/28/18    100.000     0.000    1.9910              0.055002   0.054373   0.055825   0.055461  0.056942     20.06    20.45
JP Morgan Chase & Co.    48126DFN4 11/30/12 11/30/18    100.000    VARIES    2.1918              0.060886   0.061332   0.061784   0.062248  0.062717     22.03    22.35
JP Morgan Chase & Co.    48126DGZ6 11/30/12 11/30/18    100.000     0.000    2.1501              0.059728   0.060370   0.061019   0.061675  0.062338     21.66    22.13
JP Morgan Chase & Co.    48126DKC2 12/31/12 12/31/18    100.000     0.000    2.1108              0.058636   0.059255   0.059880   0.060512  0.061151     21.22    21.67
JP Morgan Chase & Co.    48126DKD0 12/31/12 12/31/18    100.000    VARIES    2.0821              0.057837   0.058247   0.058660   0.059089  0.059523     20.90    21.20
JP Morgan Chase & Co.    48126DKE8 12/31/12 03/29/18    100.000     0.000    1.8649              0.051805   0.052044   0.052529   0.053019  0.053513     18.76    19.09
JP Morgan Chase & Co.    48126DLU1 12/14/12 12/14/27    100.000    VARIES    3.7338              0.103718   0.102331   0.100918   0.099479  0.098013     37.04    36.02
JP Morgan Chase & Co.    48126DLY3 12/21/12 12/21/27    100.000    VARIES    3.6432              0.101202   0.098744   0.096242   0.094706  0.093142     35.94    34.34
JP Morgan Chase & Co.    48126DMA4 12/27/12 12/27/27    100.000    VARIES    3.6581              0.101615   0.101187   0.100752   0.100308  0.099857     36.50    36.19
JP Morgan Chase & Co.    48126DMB2 12/31/12 12/31/27    100.000    VARIES    3.7027              0.102853   0.100643   0.098392   0.096820  0.095218     36.62    35.14
JP Morgan Chase & Co.    48126DMD8 01/18/13 01/18/28    100.000    VARIES    3.7931                         0.105364   0.103806   0.102219  0.100602     35.89    36.56
JP Morgan Chase & Co.    48126DME6 01/18/13 01/18/28    100.000    VARIES    3.7909                         0.105305   0.103398   0.101454  0.099474     35.81    36.23
JP Morgan Chase & Co.    48126DMF3 01/30/13 01/30/28    100.000    VARIES    3.7914                         0.105319   0.103399   0.101442  0.099448     34.57    36.27
JP Morgan Chase & Co.    48126DMP1 02/13/13 02/13/28    100.000    VARIES    3.7911                         0.105308   0.103382   0.101419  0.099418     33.22    36.32
JP Morgan Chase & Co.    48126DMW6 02/27/13 02/27/28    100.000    VARIES    3.9927                         0.110910   0.109187   0.107429  0.105637     33.50    38.55
JP Morgan Chase & Co.    48126DNB1 03/13/13 03/13/28    100.000    VARIES    3.8423                         0.106731   0.104992   0.103221  0.101415     30.55    37.09
JP Morgan Chase & Co.    48126DNE5 03/27/13 03/27/28    100.000    VARIES    3.9606                         0.110019   0.107880   0.105698  0.103473     29.94    38.03
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48126DQL6 01/31/13 01/31/23    100.000    VARIES    3.1822                         0.088396   0.088636   0.088879  0.089153     29.30    32.03
JP Morgan Chase & Co.    48126DRL5 01/31/13 07/31/18    100.000     0.000    1.9802                         0.055007   0.055552   0.056102  0.056658     18.29    20.26
JP Morgan Chase & Co.    48126DRM3 01/31/13 01/31/19    100.000    VARIES    2.1525                         0.059794   0.060236   0.060684  0.061142     19.86    21.90
JP Morgan Chase & Co.    48126DRW1 01/31/13 01/31/19    100.000     0.000    2.1601                         0.060003   0.060651   0.061306  0.061969     19.96    22.15
JP Morgan Chase & Co.    48126DS59 04/30/13 04/30/28    100.000    VARIES    3.8927                         0.108133   0.106453   0.104741  0.102995     25.96    37.80
JP Morgan Chase & Co.    48126DV89 05/17/13 05/17/28    100.000    VARIES    3.8747                         0.107631   0.105233   0.102788  0.100296     24.00    37.23
JP Morgan Chase & Co.    48126DVG1 02/28/13 02/28/23    100.000    VARIES    3.2856                         0.089283   0.091015   0.089782  0.091579     27.62    33.06
JP Morgan Chase & Co.    48126DVH9 02/28/13 02/28/19    100.000    VARIES    2.1918                         0.059561   0.061003   0.060462  0.061936     18.46    22.28
JP Morgan Chase & Co.    48126DVW6 02/28/13 02/28/19    100.000     0.000    2.1003                         0.057074   0.058630   0.058279  0.059868     17.71    21.49
JP Morgan Chase & Co.    48126DVX4 02/28/13 08/31/18    100.000     0.000    2.0204                         0.054903   0.056377   0.056018  0.057522     17.04    20.65
JP Morgan Chase & Co.    48126DVY2 02/11/13 02/10/20    100.000     0.000    2.6402                         0.073341   0.074304   0.075285  0.076279     23.60    27.20
JP Morgan Chase & Co.    48126DZF9 03/28/13 03/29/19    100.000    VARIES    2.2418              0.062273   0.062276   0.062779   0.063287  0.063807     17.05    22.79
JP Morgan Chase & Co.    48126DZG7 03/28/13 03/29/19    100.000     0.000    2.2503              0.062509   0.062514   0.063217   0.063928  0.064648     17.13    23.02
JP Morgan Chase & Co.    48126DZP7 03/28/13 09/28/18    100.000     0.000    2.0503                         0.056954   0.057538   0.058127  0.058723     15.60    20.93
JP Morgan Chase & Co.    48126DZQ5 03/28/13 03/31/23    100.000    VARIES    3.3453              0.092926   0.092932   0.093311   0.093696  0.094126     25.50    33.74
JP Morgan Chase & Co.    48126NCU9 06/28/13 06/28/19    100.000     0.000    3.2501                         0.090283   0.091750   0.093241  0.094756     16.53    33.31
JP Morgan Chase & Co.    48126NCV7 06/28/13 06/30/20    100.000    VARIES    3.6188              0.100524   0.100529   0.100971   0.101422  0.101921     18.40    36.43
JP Morgan Chase & Co.    48126NCW5 06/28/13 06/30/23    100.000    VARIES    4.3048              0.119580   0.119584   0.119928   0.120278  0.120636     21.88    43.24
JP Morgan Chase & Co.    48126NGN1 07/02/13 07/03/19    100.000     0.000    3.2114                         0.089207   0.089216   0.090649  0.092104     15.97    32.89
JP Morgan Chase & Co.    48126NHK6 07/11/13 07/11/19    100.000     0.000    3.3903                                    0.094176   0.095773  0.097396     16.01    34.74
JP Morgan Chase & Co.    48126NMG9 08/30/13 08/30/19    100.000     0.000    3.2508                                    0.089310   0.090265  0.092237     11.07    33.14
JP Morgan Chase & Co.    48126NMH7 08/30/13 08/31/23    100.000    VARIES    4.2968                         0.116759   0.118697   0.116953  0.119091     14.72    43.05
JP Morgan Chase & Co.    48126NNA1 08/30/13 08/30/19    100.000    VARIES    3.2354                                    0.088885   0.089128  0.090362     11.02    32.67
JP Morgan Chase & Co.    48126NQB6 08/29/13 08/31/20    100.000     0.000    3.7493                         0.101885   0.103595   0.103817  0.107516     12.95    38.34
JP Morgan Chase & Co.    48126NSK4 09/18/13 09/18/20    100.000     0.000    3.8712                                    0.107535   0.109617  0.111739     11.08    39.52
Justice Park Dist, IL    48214PAL9 06/07/11 12/01/13    104.750    VARIES    2.9582              0.083814   0.082999                                     27.51         
Justice Park Dist, IL    48214PAM7 06/07/11 12/01/14    104.211    VARIES    3.6619              0.104322   0.103689   0.103045   0.102389               37.40    33.89
Justice Park Dist, IL    48214PAN5 06/07/11 12/01/15    104.066    VARIES    3.9671              0.113389   0.112883   0.112368   0.111842  0.111305     40.70    40.33
Justice Park Dist, IL    48214PAP0 06/07/11 12/01/16    102.404    VARIES    4.4687              0.126523   0.126246   0.125964   0.125675  0.125380     45.48    45.28
Justice Park Dist, IL    48214PAQ8 06/07/11 12/01/17    101.380    VARIES    4.7209              0.132752   0.132607   0.132458   0.132307  0.132151     47.76    47.65
Justice Park Dist, IL    48214PAR6 06/07/11 12/01/18    100.000    VARIES    4.9723              0.138317   0.138303   0.138289   0.138274  0.138258     49.79    49.78
Justice Park Dist, IL    48214PAS4 06/07/11 12/01/19     97.305    VARIES    5.3724              0.146028   0.146219   0.146416   0.146619  0.146826     52.62    52.76
Justice Park Dist, IL    48214PAT2 06/07/11 12/01/20     94.574    VARIES    5.7224              0.151667   0.152033   0.152409   0.152795  0.153193     54.69    54.96
Justice Park Dist, IL    48214PAU9 06/07/11 12/01/21     92.300    VARIES    5.9725              0.154796   0.155271   0.155760   0.156264  0.156782     55.84    56.19
KBC IFIMA NV             48240JAA5 06/27/08 06/27/13    100.000     6.000    4.7451              0.132617                                                23.34         
Kendall, Kane & Will IL  488764NT4 04/22/03 10/01/13    100.778    VARIES    4.8954              0.136123   0.136055                                     36.74         
KFW                      500769BR4 04/19/06 04/18/36     19.778     0.000    5.4761    86.29     0.042736   0.043906   0.045109   0.046344  0.047613     15.77    16.64
KFW                      500769CH5 06/29/07 06/29/37     18.097     0.000    5.7800    66.69     0.039750   0.040899   0.042081   0.043297  0.044548     14.52    15.37
L-3 Commun Hldgs, Inc    502413AW7 07/29/05 08/01/35    100.000    VARIES    6.3295              0.226447   0.230976   0.235649   0.240470  0.245443     83.72    87.17
L-3 Commun Hldgs, Inc    502424AE4 07/29/05 08/01/35    100.000    VARIES    6.3295              0.226447   0.230976   0.235649   0.240470  0.245443     83.72    87.17
LaSalle CNTY SD #44, IL  504402BV9 02/01/12 12/01/13    103.470     0.000    2.4309              0.071291   0.072157                                     23.68         
LaSalle CNTY SD #44, IL  504402BW7 02/01/12 12/01/14    105.130    VARIES    2.7958              0.083560   0.084728   0.079149   0.078411               30.16    25.99
LaSalle CNTY SD #44, IL  504402BX5 02/01/12 12/01/15    106.275    VARIES    3.1949              0.096846   0.098393   0.091830   0.091078  0.090314     34.99    32.88
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
LaSalle CNTY SD #125, IL 504534CE6 03/06/08 12/01/13    108.599    VARIES    4.3978              0.124235   0.123210                                     40.81         
LaSalle CNTY SD #141, IL 504588EH3 11/30/10 12/01/13    106.846    VARIES    2.6857              0.076259   0.075437                                     25.02         
LaSalle CNTY SD #141, IL 504588EZ3 06/01/12 12/01/13    102.955     0.000    1.4751              0.042499   0.042813                                     14.08         
LaSalle CNTY SD #141, IL 504588FA7 06/01/12 12/01/14    104.246    VARIES    1.9785              0.057860   0.058432   0.055919   0.055441               20.87    18.37
LaSalle CNTY SD #141, IL 504588FB5 06/01/12 12/01/15    105.685    VARIES    2.2809              0.067725   0.068497   0.065477   0.064956  0.064430     24.45    23.45
LaSalle CNTY SD #141, IL 504588FC3 06/01/12 12/01/16    106.786    VARIES    2.3843              0.071570   0.072423   0.069313   0.068814  0.068310     25.85    24.83
LaSalle CNTY SD #150, IL 504597AY1 09/03/08 12/01/13    107.923    VARIES    5.1770              0.146260   0.145049                                     48.05         
Lake County IL SD #187   509262CV1 04/09/03 01/01/21     35.244     0.000    5.9694   272.21     0.103578   0.106669   0.109853   0.113132               37.84    40.14
Lakewood Township, NJ    512678QT3 08/22/12 04/01/14     99.524     1.250    1.5507     1.05     0.008163   0.008226   0.008290                           2.96      .75
Lakewood Township, NJ    512678QU0 08/22/12 04/01/15     98.986     1.500    1.9002     1.37     0.010605   0.010705   0.010807   0.010910  0.011013      3.85     3.93
Lakewood Township, NJ    512678QV8 08/22/12 04/01/16     98.453     2.000    2.4505     1.48     0.011492   0.011633   0.011775   0.011919  0.012066      4.19     4.29
Lakewood Township, NJ    512678QW6 08/22/12 04/01/17     98.381     2.250    2.6252     1.19     0.009269   0.009391   0.009514   0.009639  0.009766      3.38     3.47
Lakewood Township, NJ    512678QX4 08/22/12 04/01/18     98.460     2.700    3.0003      .91     0.007083   0.007189   0.007297   0.007406  0.007517      2.59     2.67
Lamar Media Corporation  513075AV3 03/27/09 04/01/14*    89.979     9.750   12.5008    69.35     0.063706   0.067688   0.071918                          22.45*        
Lee & Dekalb Counties,IL 523351BQ6 09/30/11 01/01/14    100.000     0.000    2.9991              0.086479   0.087776                                     31.37         
Lee & Dekalb Counties,IL 523351BR4 09/30/11 01/01/15    100.000     0.000    3.4989              0.101513   0.103289   0.105096   0.106935               36.86    38.17
Lee & Dekalb Counties,IL 523351BS2 09/30/11 01/01/16    100.000     0.000    3.9990              0.116740   0.119074   0.121455   0.123884               42.45    44.16
Lee & Dekalb Counties,IL 523351BT0 09/30/11 01/01/17    100.000     0.000    3.7493              0.109114   0.111159   0.113243   0.115366               39.65    41.15
Lee & Dekalb Counties,IL 523351BU7 09/30/11 01/01/18    100.000     0.000    3.9993              0.116750   0.119085   0.121466   0.123895               42.45    44.16
Lee & Dekalb Counties,IL 523351BV5 09/30/11 01/01/19    100.000     0.000    4.2492              0.124427   0.127071   0.129771   0.132528               45.27    47.21
Lee & Dekalb Counties,IL 523351BW3 09/30/11 01/01/20    117.427     0.000    4.4992              0.155180   0.158671   0.162241   0.165891               56.49    59.06
Legg Mason, Inc.         524901AN5 05/12/08 06/30/21    100.000    VARIES    6.9753              0.201914   0.201555   0.201183   0.200798  0.200399     72.62    72.36
Liberty Interactive Corp 530610AA2 04/09/13 03/30/43    100.000     2.984    6.0292                         0.167480   0.169902   0.172526  0.175228     44.10    62.12
Liberty Media Corp.      530715AF8 11/16/99 11/15/29    100.000     4.000    9.0689              0.557040   0.577261   0.598398   0.620494  0.643592    206.08   221.48
Liberty Media Corp.      530715AG6 11/16/99 11/15/29    100.000     4.000    9.0689              0.557040   0.577261   0.598398   0.620494  0.643592    206.08   221.48
Liberty Media Corp.      530715AK7 02/10/00 02/15/30    100.000     3.750    9.4298              0.603989   0.627555   0.652233   0.678074  0.705133    228.24   246.65
Liberty Media Corp.      530715AL5 02/10/00 02/15/30    100.000     3.750    9.4298              0.603989   0.627555   0.652233   0.678074  0.705133    228.24   246.65
Liberty Media Corp.      530715AM3 01/11/01 01/15/31    100.000     3.500    N/A                 0.478599   0.495032   0.512079   0.529753  0.548063    180.81   193.50
Liberty Media Corp.      530715AN1 01/11/01 01/15/31    100.000     3.500    N/A                 0.478599   0.495032   0.512079   0.529753  0.548063    180.81   193.50
Liberty Media Corp.      530715AP6 03/08/01 03/15/31*   100.000     3.250    N/A                 0.724085                                                48.51*        
Liberty Media Corp.      530715AQ4 03/08/01 03/15/31*   100.000     3.250    N/A                 0.724085                                                48.51*        
Liberty Media Corp.      530715AR2 03/08/01 03/15/31*   100.000     3.250    N/A                 0.724085                                                48.51*        
Liberty Media Corp.      530718AB1 03/26/03 03/30/23*    98.500     0.750    N/A                 0.244745   0.251015                                     31.57*        
Liberty Media Corp.      530718AF2 03/26/03 03/30/23*    98.500     0.750    N/A                 0.317608   0.327535                                     41.04*        
Linear Technology Corp.  535678AA4 04/24/07 05/01/27    100.000    VARIES    7.0000              0.245776   0.251461   0.257346   0.263436  0.269740     90.20    94.48
Linear Technology Corp.  535678AC0 04/24/07 05/01/27    100.000    VARIES    7.0000              0.245776   0.251461   0.257346   0.263436  0.269740     90.20    94.48
Lithia Motors, Inc.      536797AA1 05/03/04 05/01/14    100.000    VARIES    8.9998              0.433387   0.448259   0.463748                         160.52    55.65
Lithia Motors, Inc.      536797AB9 05/03/04 05/01/14    100.000    VARIES    8.9998              0.433387   0.448259   0.463748                         160.52    55.65
Livingston Counties, IL  538412AS6 10/27/10 12/01/13    103.968    VARIES    2.5380              0.071375   0.070941                                     23.48         
Livingston Counties, IL  538412AT4 10/27/10 12/01/14    105.289    VARIES    2.7890              0.079436   0.078956   0.078468   0.077974               28.48    25.81
Livingston Counties, IL  538412AU1 10/27/10 12/01/15    104.254    VARIES    3.2393              0.092180   0.091828   0.091471   0.091108  0.090739     33.10    32.84
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lloyds TSB Bank PLC      5394E8AH2 07/28/11 07/28/16    100.000    VARIES    2.0468              0.008003   0.007881   0.007757   0.007836  0.007916      2.82     2.83
Lloyds TSB Bank PLC      5394E8AM1 04/13/12 04/13/15     98.750    VARIES    2.9305              0.017860   0.017835   0.018096   0.018361  0.018630      6.44     6.60
Lloyds TSB Bank PLC      5394E8AN9 04/26/12 04/26/27    100.000    VARIES    4.6791              0.127817   0.125608   0.123600   0.121544  0.119441     45.34    43.86
Lloyds TSB Bank PLC      5394E8AP4 04/27/12 04/27/20    100.000    VARIES    2.7870              0.021044   0.020214   0.019372   0.018518  0.018776      7.32     6.78
Lloyds TSB Bank PLC      5394E8AR0 04/27/12 10/27/14     98.750    VARIES    2.9127              0.024311   0.024278   0.024632   0.024991                8.77     7.36
Lloyds TSB Bank PLC      5394E8AU3 06/22/12 10/22/14     98.150    VARIES    3.2939              0.034329   0.034446   0.034789   0.035362               12.41    10.23
Lloyds TSB Bank PLC      5394E8AV1 06/08/12 06/08/27     95.000     8.000    8.5995      .96     0.004912   0.005124   0.005344   0.005574  0.005813      1.82     1.98
Lloyds TSB Bank PLC      5394E8AX7 06/29/12 06/29/32    100.000    VARIES    4.7441              0.130556   0.129302   0.128019   0.126705  0.126020     46.77    45.85
Lloyds TSB Bank PLC      5394E8AY5 06/29/12 06/29/27     95.000     8.000    8.5995      .86     0.004912   0.005124   0.005344   0.005574  0.005813      1.81     1.97
Lloyds TSB Bank PLC      5394E8BB4 07/23/12 07/23/22    100.000    VARIES    2.8121              0.008670   0.008245   0.007814   0.007377  0.006934      2.91     2.60
Lloyds TSB Bank PLC      5394E8BC2 07/20/12 07/20/17     98.250    VARIES    2.8582              0.022450   0.021870   0.021281   0.021585  0.021894      7.79     7.81
Lloyds TSB Bank PLC      5394E8BE8 07/23/12 07/23/24     96.000     4.200    4.6384     1.11     0.007024   0.007187   0.007354   0.007525  0.007699      2.61     2.73
Lloyds TSB Bank PLC      5394E8BG3 09/19/12 09/19/32    100.000    VARIES    4.3107              0.119742   0.118654   0.117542   0.116406  0.115245     42.69    41.88
Lloyds TSB Bank PLC      5394E8BK4 01/31/13 01/31/33    100.000    VARIES    3.6033                         0.100093   0.097392   0.094642  0.093233     32.72    33.94
Lloyds TSB Bank PLC      5394E8BN8 02/22/13 02/22/33    100.000    VARIES    3.6891                         0.102476   0.099974   0.097424  0.094828     31.34    34.87
Lloyds TSB Bank PLC      5394E8BR9 04/26/13 04/26/33    100.000    VARIES    3.6254                         0.100707   0.096239   0.091689  0.088099     24.38    33.30
Lloyds TSB Bank PLC      5394E8BT5 07/05/13 07/05/33    100.000    VARIES    4.1638                                    0.115662   0.110552  0.105336     20.36    38.90
Lloyds TSB Bank PLC      5394E8BV0 07/26/13 07/26/33    100.000    VARIES    4.0718                                    0.113106   0.109135  0.105084     17.53    38.76
Lloyds TSB Bank PLC      5394E8BW8 07/26/13 07/26/28    100.000    VARIES    4.0225                                    0.111738   0.110074  0.108378     17.32    39.41
Lloyds TSB Bank PLC      5394E8BY4 07/29/13 07/29/33    100.000    VARIES    4.1864                                    0.116292   0.112997  0.109634     17.68    40.26
Lloyds TSB Bank PLC      5394E8BZ1 08/28/13 08/28/33    100.000    VARIES    4.7627                                    0.132298   0.130168  0.127988     16.27    46.71
Lloyds TSB Bank PLC      5394E8CA5 09/26/13 09/26/33    100.000    VARIES    5.0069                                    0.139082   0.135783  0.132402     13.21    48.84
Lloyds TSB Bank PLC      5394E8CB3 10/17/13 10/17/33    100.000    VARIES    5.0356                                    0.139879   0.136634  0.133308     10.35    49.29
Lloyds TSB Bank PLC      5394E8CC1 10/25/13 10/25/33    100.000    VARIES    5.0339                                    0.139832   0.136360  0.132800      9.23    49.25
Lucent Tech Cap Tr I     549462208 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
Lucent Tech Cap Tr I     549462307 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
MTR Gaming Group, Inc.   553769AJ9 08/05/11 08/01/19     97.000    11.500    N/A                 0.329481   0.331590   0.333737   0.335925  0.338155    119.63   121.20
MTR Gaming Group, Inc.   553769AK6 08/05/11 08/01/19     97.000    11.500    N/A                 0.329481   0.331590   0.333737   0.335925  0.338155    119.63   121.20
MTR Gaming Group, Inc.   553769AL4 08/05/11 08/01/19     97.000    11.500    N/A                 0.329481   0.331590   0.333737   0.335925  0.338155    119.63   121.20
Macon CNTYS DIST 537, IL 555545BP6 04/01/10 12/01/13    105.732     0.000    2.4439              0.076583   0.077519                                     25.44         
Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14    105.395     0.000    2.8119              0.088690   0.089937   0.091201   0.092484               32.23    30.33
Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15    105.886     0.000    3.0211              0.096260   0.097714   0.099190   0.100688  0.102209     35.00    36.07
Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16    106.138     0.000    3.2973              0.106078   0.107827   0.109604   0.111412  0.113248     38.61    39.89
Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17    103.230     0.000    3.7059              0.117205   0.119377   0.121589   0.123842  0.126137     42.72    44.31
Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18    105.024     0.000    3.5846              0.114974   0.117035   0.119132   0.121268  0.123441     41.89    43.40
Macon CNTYS SD #9, IL    555864AD9 05/24/13 12/01/14    102.894     0.000    1.1799              0.033726   0.033734   0.033933   0.034133                7.33    11.23
Macon CNTYS SD #9, IL    555864AE7 05/24/13 12/01/15    104.772    VARIES    1.2371              0.036006   0.036014   0.036237   0.036461  0.035000      7.82    13.05
Macon CNTYS SD #9, IL    555864AF4 05/24/13 12/01/16    106.008    VARIES    1.5380              0.045290   0.045304   0.045652   0.046003  0.044158      9.84    16.45
Macon CNTYS SD #9, IL    555864AG2 05/24/13 12/01/17    106.698    VARIES    1.7393              0.051551   0.051568   0.052017   0.052469  0.050439     11.20    18.76
Macon CNTYS SD #9, IL    555864AH0 05/24/13 12/01/18    106.171    VARIES    2.0893              0.061618   0.061643   0.062287   0.062938  0.060609     13.40    22.49
Macon CNTYS SD #9, IL    555864AJ6 05/24/13 12/01/19    106.514    VARIES    2.4384              0.072148   0.072182   0.073062   0.073953  0.071101     15.69    26.40
Macon CNTYS SD #9, IL    555864AK3 05/24/13 12/01/20    105.634    VARIES    2.6887              0.078895   0.078936   0.079997   0.081073  0.078024     17.16    28.93
Macoupin CNTY SD #1, IL  556003DQ1 10/12/12 12/01/13    101.998     0.000    1.0407              0.029529   0.029683                                      9.77         
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Macoupin CNTY SD #1, IL  556003DR9 10/12/12 12/01/14    102.914     0.000    1.4173              0.040596   0.040884   0.041174   0.041466               14.68    13.64
Marion County, OR        56913RAM0 03/28/02 06/01/13     46.303     0.000    7.0088   508.75     0.188099                                                28.21         
Marion County, OR        56913RAN8 03/28/02 06/01/14     42.967     0.000    7.0588   476.80     0.176702   0.182939   0.189396                          65.12    28.41
Marion County, OR        56913RAP3 03/28/02 06/01/15     39.329     0.000    7.2089   449.48     0.167756   0.173803   0.180067   0.186558  0.193282     61.85    66.39
Marion County, OR        56913RAQ1 03/28/02 06/01/16     36.142     0.000    7.3089   421.14     0.157920   0.163691   0.169674   0.175874  0.182302     58.24    62.58
Marion County, OR        56913RAR9 03/28/02 06/01/17     33.393     0.000    7.3590   392.88     0.147666   0.153099   0.158733   0.164573  0.170629     54.47    58.55
Marion County, OR        56913RAS7 03/28/02 06/01/18     31.307     0.000    7.3092   364.82     0.136803   0.141802   0.146985   0.152357  0.157925     50.45    54.21
Marion County, OR        56913RAT5 03/28/02 06/01/19     28.898     0.000    7.3592   340.01     0.127796   0.132498   0.137373   0.142428  0.147669     47.14    50.67
Marion County, OR        56913RAU2 03/28/02 06/01/20     26.649     0.000    7.4091   316.56     0.119260   0.123679   0.128260   0.133012  0.137939     44.00    47.32
Masco Corporation        574599AW6 07/20/01 07/20/31     39.445    VARIES    8.1251              0.206899   0.214558   0.222527   0.230820  0.239451     78.38    84.33
Masco Corporation        574599BB1 07/20/01 07/20/31     39.445    VARIES    8.1251              0.206899   0.214558   0.222527   0.230820  0.239451     78.38    84.33
Mashantucket Western     574754AL1 07/01/13 07/01/26     53.461     7.350    N/A                            0.229754   0.231795   0.236047  0.240560     41.54    85.01
Mashantucket Western     574754AM9 07/01/13 07/01/36     14.695     6.500    N/A                            0.087018   0.090140   0.096747  0.103975     15.95    34.90
Mason CNTYS SD #191, IL  574816BW3 07/02/10 12/01/18    106.295    VARIES    4.3308              0.126089   0.125662   0.125225   0.124778  0.124323     45.29    44.97
Mason CNTYS SD #191, IL  574816BX1 07/02/10 12/01/19    105.637    VARIES    4.7793              0.138785   0.138418   0.138041   0.137656  0.137262     49.87    49.60
Media General Inc.       584404AB3 02/12/10 02/15/17*    97.690    11.750   12.2505     7.28     0.008142   0.008641   0.009170                           2.99*        
Media General Inc.       584404AC1 02/12/10 02/15/17*    97.690    11.750   12.2505     7.28     0.008142   0.008641   0.009170                           2.99*        
Medicis Pharma Corp.     584690AB7 08/14/03 06/04/33     93.000    VARIES    9.1499              0.485168   0.504822   0.525376   0.546871  0.569348    179.28   194.19
Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340268   0.340267   0.340267                         122.50    45.60
Merrill Lynch & Co.,Inc. 590188W46 03/13/02 03/13/32    100.000    VARIES    5.7132              0.286717   0.294908   0.303332   0.311997  0.320910    106.49   112.66
Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14    100.000     0.000    4.6291              0.181292   0.185488   0.189781                          67.54      .19
Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17    100.000    VARIES    5.5833              0.150744   0.151176   0.151620   0.152076  0.152545     54.40    54.72
Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17    100.000    VARIES    5.6522              0.154053   0.154346   0.154647   0.154956  0.155274     55.54    55.76
Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17    100.000    VARIES    5.9091              0.160697   0.161037   0.161386   0.161747  0.162118     57.93    58.18
Merrill Lynch Bank USA   59020WB42 03/15/07 03/15/13    100.000     0.000    4.8033              0.173229                                                12.82         
Merrill Lynch Bank USA   59020WWC1 09/30/05 03/31/14    100.000     0.000    4.4692              0.169164   0.172944   0.176809                          62.28    15.74
Mexican States           593048BN0 03/30/01 12/30/19     89.000     8.125    9.3823    46.54     0.018383   0.019245   0.020148   0.021093  0.022082      6.77     7.43
Miami Dade County, FL    59333MXE0 12/15/09 12/15/26     73.673     5.760    8.7675    23.82     0.025130   0.026232   0.027381   0.028582  0.029835      9.28    10.11
Microchip Technology Inc 595017AA2 12/07/07 12/15/37    100.000    VARIES    9.1009              0.358034   0.369639   0.385926   0.398641  0.416414    133.28   143.71
Microchip Technology Inc 595017AB0 12/07/07 12/15/37    100.000    VARIES    9.1009              0.358034   0.369639   0.385926   0.398641  0.416414    133.28   143.71
Milagro Oil & Gas, Inc.  59870WAA0 05/11/11 05/15/16     97.182    10.500   11.2509     7.59     0.014221   0.015021   0.015866   0.016758  0.017701      5.34     5.96
Milagro Oil & Gas, Inc.  59870WAB8 05/11/11 05/15/16     97.182    10.500   11.2509     7.59     0.014221   0.015021   0.015866   0.016758  0.017701      5.34     5.96
Morgan Stanley           6174464D8 03/28/08 09/30/13    100.000     0.000    4.2223              0.140042   0.142217                                     38.49         
Morgan Stanley           6174464N6 03/24/08 02/24/14    100.000     0.000    4.6797              0.159466   0.163198   0.167016                          59.04     8.85
Morgan Stanley           6174464P1 03/20/08 03/20/23     81.700     2.935    4.6422              0.110818   0.111498   0.112193   0.112905  0.113633     40.16    40.66
Morgan Stanley           6174464Q9 03/20/08 03/20/23     78.350     2.624    4.6439              0.107538   0.108343   0.109166   0.110009  0.110870     39.02    39.62
Morgan Stanley           6174464W6 03/31/08 04/26/13    100.000     0.000    4.0406              0.134769                                                15.50         
Morgan Stanley           6174465F2 04/30/08 07/05/13    100.000     0.000    3.8715              0.126247   0.128691                                     23.67         
Morgan Stanley           6174465J4 04/25/08 10/25/13    100.000     0.000    5.0328              0.174845   0.179244                                     52.20         
Morgan Stanley           6174465N5 04/14/08 10/04/13    100.000     0.000    4.2160              0.141139   0.144115                                     39.07         
Morgan Stanley           6174466S3 06/30/08 06/30/14    100.000     0.000    6.0285              0.218772   0.225366   0.232160                          79.96    41.56
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617446H69 05/30/07 06/26/17    100.000     0.000    5.8001              0.221576   0.228002   0.234614   0.241418  0.248419     80.99    85.75
Morgan Stanley           617446J75 08/13/07 02/27/13    117.470     0.000    5.6319              0.243129                                                13.62         
Morgan Stanley           617446YM5 08/30/05 09/01/14    100.000     0.000    4.8471              0.188296   0.192860   0.197534   0.202321               69.72    48.27
Morgan Stanley           617446Z77 02/07/08 06/06/14    100.000     0.000    4.6169              0.159894   0.163585   0.167361                          58.41    25.94
Morgan Stanley           61745E2D2 01/24/11 01/24/20    100.000    VARIES    5.2661              0.145819   0.146458   0.146758   0.147065  0.147264     52.76    52.97
Morgan Stanley           61745E2E0 07/11/11 07/11/23    100.000    VARIES    5.5160              0.152472   0.153295   0.154142   0.154526  0.154922     55.32    55.69
Morgan Stanley           61745E2F7 11/28/11 11/28/26    100.000    VARIES    6.0157              0.158649   0.154231   0.149679   0.144990  0.140161     56.02    52.73
Morgan Stanley           61745E2K6 01/21/11 01/21/26    100.000    VARIES    5.7295              0.148663   0.144964   0.141384   0.137701  0.133913     51.69    49.04
Morgan Stanley           61745E2L4 07/07/11 07/07/20    100.000    VARIES    2.2423              0.011533   0.011662   0.011793   0.011925  0.012059      4.22     4.32
Morgan Stanley           61745E2M2 11/30/11 11/30/31    100.000    VARIES    6.5857              0.176588   0.173256   0.169815   0.168074  0.166276     62.76    60.71
Morgan Stanley           61745E2Q3 07/30/10 07/30/25*   100.000    VARIES    5.4814              0.147444                                                 4.28*        
Morgan Stanley           61745E2S9 07/13/11 07/13/31    100.000    VARIES    5.5541              0.150456   0.148463   0.146414   0.144309  0.142145     53.13    51.61
Morgan Stanley           61745E2V2 02/26/10 02/26/30*   100.000    VARIES    6.1599              0.156173                                                 8.59*        
Morgan Stanley           61745E2W0 08/12/10 08/12/30*   100.000    VARIES    5.7343              0.139701                                                 5.73*        
Morgan Stanley           61745E2Y6 07/15/11 07/15/17    100.000    VARIES    4.3803              0.120915   0.121388   0.121872   0.121969  0.122069     43.77    43.92
Morgan Stanley           61745E2Z3 11/30/11 11/30/31    100.000    VARIES    6.7333              0.180825   0.177561   0.174187   0.170699  0.167094     64.30    61.86
Morgan Stanley           61745E3D1 02/14/11 02/14/31    100.000    VARIES    6.0718              0.158420   0.154796   0.151063   0.147216  0.143252     55.37    52.62
Morgan Stanley           61745E3F6 11/30/11 12/01/16    100.000    VARIES    5.1660              0.011607   0.011541   0.011473   0.011403  0.011332      4.16     4.11
Morgan Stanley           61745E3J8 07/28/10 07/28/17    100.000    VARIES    2.9665              0.017778   0.018041   0.018309   0.018581  0.018856      6.53     6.72
Morgan Stanley           61745E3R0 02/11/11 02/11/20    100.000    VARIES    5.7500              0.161574   0.162226   0.162501   0.162783  0.162925     58.41    58.61
Morgan Stanley           61745E3S8 07/29/11 07/29/31    100.000    VARIES    5.6230              0.151640   0.149265   0.146823   0.144313  0.141732     53.43    51.63
Morgan Stanley           61745E3T6 12/27/11 12/27/26    100.000    VARIES    6.9291              0.186465   0.183301   0.180028   0.176641  0.173137     66.53    64.17
Morgan Stanley           61745E3W9 08/17/10 08/17/20    100.000    VARIES    2.7071              0.019151   0.019411   0.019673   0.019940  0.020209      7.01     7.20
Morgan Stanley           61745E3Y5 07/29/11 07/29/26    100.000    VARIES    5.4529              0.141419   0.137942   0.134371   0.130702  0.126933     49.21    46.58
Morgan Stanley           61745E4E8 07/29/11 07/29/26    100.000    VARIES    5.4932              0.145620   0.142876   0.140056   0.137159  0.134182     51.08    49.01
Morgan Stanley           61745E4K4 02/18/11 02/18/20    100.000    VARIES    2.8598              0.015569   0.014742   0.014952   0.015166  0.015383      5.37     5.48
Morgan Stanley           61745E4L2 07/29/11 07/29/26    100.000    VARIES    5.5117              0.143809   0.140096   0.136281   0.132361  0.128333     49.96    47.15
Morgan Stanley           61745E4M0 12/23/11 12/23/18    100.000    VARIES    4.9659              0.025963   0.026608   0.027269   0.027041  0.026808      9.47     9.77
Morgan Stanley           61745E4P3 03/15/10 03/15/25*   100.000    VARIES    5.6291              0.144150                                                10.67*        
Morgan Stanley           61745E4Q1 08/24/10 08/24/30*   100.000    VARIES    5.2836              0.141528                                                 7.50*        
Morgan Stanley           61745E4T5 01/13/12 01/13/32    100.000    VARIES    6.1786              0.168350   0.164970   0.161485   0.157892  0.154188     58.84    56.26
Morgan Stanley           61745E4U2 08/26/09 08/26/16    100.000    VARIES    5.1504              0.149297   0.149459   0.149624   0.149235  0.148836     53.82    53.70
Morgan Stanley           61745E4V0 03/18/10 03/18/25*   100.000    VARIES    5.8931              0.148448                                                11.43*        
Morgan Stanley           61745E4W8 08/25/10 08/25/25*   100.000    VARIES    5.0043              0.124590                                                 6.73*        
Morgan Stanley           61745E5C1 08/27/10 08/27/15    100.000    VARIES    1.8388              0.007019   0.007083   0.007148   0.007214  0.007280      2.55     2.60
Morgan Stanley           61745E5H0 03/30/10 03/30/30*   100.000    VARIES    5.9049              0.147369                                                13.12*        
Morgan Stanley           61745E5P2 03/30/10 03/30/30*   100.000    VARIES    5.9384              0.146620                                                13.05*        
Morgan Stanley           61745E5R8 03/15/11 03/15/21    100.000    VARIES    5.2217              0.145509   0.145648   0.145836   0.146029  0.146351     52.44    52.59
Morgan Stanley           61745E5S6 08/22/11 08/22/31    100.000    VARIES    5.6565              0.147017   0.144130   0.141162   0.138110  0.134971     51.65    49.47
Morgan Stanley           61745E5U1 09/30/09 09/30/29*   100.000    VARIES    5.7074              0.136609                                                12.16*        
Morgan Stanley           61745E5W7 08/31/10 08/31/20    100.000    VARIES    2.8095              0.011357   0.011329   0.011678   0.011649  0.012008      4.18     4.30
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745E5X5 03/22/11 03/22/31    100.000    VARIES    5.8739              0.161586   0.161029   0.160456   0.159866  0.159258     57.96    57.54
Morgan Stanley           61745E5Z0 01/31/12 01/31/32    100.000    VARIES    5.6271              0.152893   0.149379   0.145767   0.142052  0.138233     53.33    50.67
Morgan Stanley           61745E6D8 03/23/11 03/23/26    100.000    VARIES    5.5646              0.153542   0.153182   0.152811   0.152431  0.152251     55.14    54.89
Morgan Stanley           61745E6E6 08/24/11 08/24/23    100.000    VARIES    4.5799              0.126673   0.126396   0.126113   0.126788  0.127478     45.48    45.70
Morgan Stanley           61745E6J5 08/31/10 08/31/30*   100.000    VARIES    5.4234              0.138354   0.134564                                     20.40*        
Morgan Stanley           61745E6M8 02/15/12 02/15/19    100.000    VARIES    5.4091              0.149810   0.149354   0.149869   0.150397  0.150789     53.86    54.17
Morgan Stanley           61745E6P1 04/22/10 04/20/30*   100.000    VARIES    6.0247              0.140864                                                15.35*        
Morgan Stanley           61745E6R7 03/25/11 03/25/31    100.000    VARIES    5.9463              0.152279   0.147721   0.146172   0.144576  0.142934     53.41    52.02
Morgan Stanley           61745E6V8 04/15/10 04/15/25    100.000    VARIES    5.5533              0.152026   0.152037   0.151995   0.151953  0.151908     54.73    54.70
Morgan Stanley           61745E6Y2 08/12/11 08/12/23    100.000    VARIES    5.0167              0.139017   0.138849   0.138678   0.139253  0.139842     49.97    50.19
Morgan Stanley           61745E7E5 08/31/11 08/31/26    100.000    VARIES    5.5215              0.147923   0.141373   0.139392   0.132749  0.130383     51.74    48.55
Morgan Stanley           61745E7G0 10/30/09 10/30/29*   100.000    VARIES    5.8639              0.146915                                                17.48*        
Morgan Stanley           61745E7H8 04/23/10 04/23/25*   100.000    VARIES    5.7579              0.143959                                                 3.17*        
Morgan Stanley           61745E7K1 03/31/11 04/01/21    100.000    VARIES    5.3224              0.149722   0.150380   0.150434   0.150490  0.150619     54.08    54.18
Morgan Stanley           61745ED65 04/08/11 04/08/26    100.000    VARIES    5.9065              0.162567   0.162035   0.161489   0.160925  0.161031     58.34    58.00
Morgan Stanley           61745EE23 04/29/10 04/29/30*   100.000    VARIES    6.0035              0.145417                                                 4.07*        
Morgan Stanley           61745EE49 04/15/11 04/15/26    100.000    VARIES    5.7612              0.152674   0.152179   0.151670   0.151146  0.151178     54.80    54.47
Morgan Stanley           61745EE98 09/22/10 09/22/19    100.000    VARIES    2.8227              0.019546   0.018973   0.018391   0.018651  0.018914      6.82     6.72
Morgan Stanley           61745EF22 04/15/11 04/15/26    100.000    VARIES    5.8397              0.164319   0.165061   0.165825   0.166612  0.167421     59.40    59.96
Morgan Stanley           61745EF30 08/30/11 08/30/15    100.000    VARIES    3.2415              0.010376   0.010486   0.010715   0.010829  0.011065      3.85     3.98
Morgan Stanley           61745EF63 05/18/10 05/18/25    100.000    VARIES    6.0398              0.164524   0.164556   0.164426   0.164293  0.164155     59.23    59.16
Morgan Stanley           61745EF71 09/22/10 09/22/25*   100.000    VARIES    5.6905              0.147132                                                11.92*        
Morgan Stanley           61745EF89 04/15/11 04/15/21    100.000    VARIES    2.2565              0.006866   0.006539   0.006613   0.006688  0.006763      2.39     2.41
Morgan Stanley           61745EF97 08/31/11 08/31/31    100.000    VARIES    5.6734              0.149849   0.143879   0.142577   0.136522  0.134886     52.70    49.98
Morgan Stanley           61745EG62 04/25/11 04/25/23    100.000    VARIES    5.6779              0.154009   0.152474   0.153692   0.153242  0.154524     55.91    56.07
Morgan Stanley           61745EG70 08/31/11 08/31/15    100.000    VARIES    3.2288              0.010119   0.010115   0.010449   0.010444  0.010789      3.73     3.85
Morgan Stanley           61745EH20 05/12/10 05/12/25*   100.000    VARIES    5.8071              0.150427                                                 6.17*        
Morgan Stanley           61745EH46 04/26/11 04/26/26    100.000    VARIES    5.7524              0.145616   0.140721   0.137254   0.132166  0.132246     51.69    48.83
Morgan Stanley           61745EH87 05/20/10 05/20/30    100.000    VARIES    5.8155              0.139351   0.134518   0.129545   0.124426  0.124923     48.89    45.53
Morgan Stanley           61745EJ28 04/29/11 04/29/26    100.000    VARIES    5.7371              0.153800   0.151837   0.149922   0.147953  0.145927     54.77    53.37
Morgan Stanley           61745EJ36 09/16/11 09/16/15    100.000    VARIES    3.0131              0.016807   0.017060   0.017318   0.017578  0.017843      6.15     6.34
Morgan Stanley           61745EJ77 09/30/10 09/30/17    100.000    VARIES    2.7147              0.013952   0.014141   0.014333   0.014527  0.014725      5.09     5.23
Morgan Stanley           61745EJ85 04/28/11 04/28/17    100.000    VARIES    1.7167              0.011412   0.011511   0.011610   0.011709  0.011810      4.14     4.21
Morgan Stanley           61745EJ93 09/09/11 09/09/26    100.000    VARIES    5.8527              0.155735   0.152163   0.148487   0.146556  0.144567     54.61    52.67
Morgan Stanley           61745EL33 09/30/10 09/30/19    100.000    VARIES    2.8240              0.025888   0.026253   0.026624   0.027000  0.027381      9.45     9.72
Morgan Stanley           61745EL41 04/29/11 04/29/18    100.000    VARIES    1.6125              0.009906   0.009986   0.010067   0.010148  0.010230      3.59     3.65
Morgan Stanley           61745EL58 09/16/11 09/16/31    100.000    VARIES    5.8547              0.155791   0.152220   0.148544   0.144761  0.140867     54.68    51.99
Morgan Stanley           61745EL90 10/15/10 10/15/19    100.000    VARIES    2.5025              0.016653   0.016861   0.017072   0.017286  0.017502      6.06     6.22
Morgan Stanley           61745EM24 04/29/11 04/29/16    100.000    VARIES    1.5929              0.008406   0.008473   0.008541   0.008609  0.008678      3.05     3.10
Morgan Stanley           61745EM32 09/22/11 09/22/26    100.000    VARIES    5.5347              0.146784   0.143159   0.139434   0.135605  0.131671     51.46    48.74
Morgan Stanley           61745EM73 10/29/10 10/29/30    100.000    VARIES    5.2869              0.141626   0.140229   0.138796   0.137325  0.135815     50.56    49.52
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745EM81 05/17/11 05/17/23    100.000    VARIES    5.1511              0.143420   0.143537   0.143657   0.143779  0.143955     51.66    51.75
Morgan Stanley           61745EM99 09/30/11 09/30/17    100.000    VARIES    3.3263              0.010648   0.010825   0.011005   0.011188  0.011374      3.90     4.03
Morgan Stanley           61745EN64 05/19/11 05/19/26    100.000    VARIES    5.5223              0.148489   0.144661   0.145590   0.141731  0.143168     53.37    52.33
Morgan Stanley           61745EN72 09/30/11 09/30/31    100.000    VARIES    6.1251              0.163450   0.159949   0.156340   0.152621  0.148788     57.56    54.93
Morgan Stanley           61745EP47 05/12/11 05/12/21    100.000    VARIES    1.9922              0.012474   0.012599   0.012724   0.012851  0.012979      4.53     4.62
Morgan Stanley           61745EP70 01/15/10 01/15/25*   100.000    VARIES    5.4037              0.139623                                                 1.95*        
Morgan Stanley           61745EP88 06/16/10 06/16/13    100.000    VARIES    2.1929              0.017971                                                 2.97         
Morgan Stanley           61745EP96 10/15/10 10/15/15    100.000    VARIES    1.8991              0.016011   0.016163   0.016317   0.016472  0.016628      5.81     5.93
Morgan Stanley           61745EQ38 09/30/11 09/30/15    100.000    VARIES    3.1371              0.020561   0.020239   0.019912   0.020224  0.020541      7.29     7.28
Morgan Stanley           61745EQ79 10/29/10 10/29/30*   100.000    VARIES    5.1584              0.128869                                                 3.61*        
Morgan Stanley           61745ER45 06/23/10 06/23/30*   100.000    VARIES    6.3849              0.160446                                                13.16*        
Morgan Stanley           61745ER52 10/15/10 10/15/19    100.000    VARIES    2.6938              0.020839   0.021120   0.021404   0.021693  0.021985      7.60     7.80
Morgan Stanley           61745ER60 05/31/11 05/31/31    100.000    VARIES    5.6682              0.150571   0.148147   0.146507   0.144820  0.143086     53.64    52.33
Morgan Stanley           61745ES28 06/24/10 06/24/20    100.000    VARIES    5.8922              0.169345   0.169736   0.170139   0.170160  0.170182     61.04    61.25
Morgan Stanley           61745ES51 10/27/11 10/27/14    100.000    VARIES    3.3202              0.008329   0.008467   0.008608   0.008751                3.04     2.57
Morgan Stanley           61745ES93 10/27/10 10/27/17    100.000    VARIES    2.4455              0.016173   0.016371   0.016571   0.016774  0.016979      5.88     6.03
Morgan Stanley           61745ET27 05/31/11 05/31/26    100.000    VARIES    5.5394              0.150059   0.150084   0.150110   0.150137  0.150055     54.03    54.04
Morgan Stanley           61745ET68 06/22/10 06/22/15    100.000    VARIES    2.6966              0.009311   0.009436   0.009563   0.009692  0.009823      3.38     3.47
Morgan Stanley           61745EU33 02/03/10 02/03/35*   100.000    VARIES    5.3927              0.133346                                                 4.27*        
Morgan Stanley           61745EU58 11/16/10 11/16/15    100.000    VARIES    1.5999              0.008356   0.008423   0.008490   0.008558  0.008626      3.03     3.07
Morgan Stanley           61745EU66 06/10/11 06/10/26    100.000    VARIES    5.3578              0.148174   0.148496   0.148826   0.149164  0.149056     53.41    53.64
Morgan Stanley           61745EU90 03/17/10 03/17/30*   100.000    VARIES    6.1264              0.143612                                                10.91*        
Morgan Stanley           61745EUH2 02/23/07 02/23/37    100.000    VARIES    5.5058              0.131418   0.131516   0.131617   0.131721  0.131827     47.35    47.43
Morgan Stanley           61745EV32 11/23/10 05/23/16    100.000    VARIES    1.4641              0.010023   0.010096   0.010170   0.010245  0.010320      3.63     3.68
Morgan Stanley           61745EV40 06/14/11 06/14/21    100.000    VARIES    2.3141              0.013821   0.013145   0.013297   0.013451  0.013607      4.84     4.82
Morgan Stanley           61745EV65 01/20/09 01/20/24    100.000    VARIES    5.9021              0.139787   0.141660   0.143010   0.144399  0.145828     51.18    52.19
Morgan Stanley           61745EW23 06/23/11 06/23/26    100.000    VARIES    5.4880              0.141842   0.138112   0.134279   0.130342  0.129204     50.33    47.59
Morgan Stanley           61745EW31 10/27/11 10/27/31    100.000    VARIES    6.4618              0.178513   0.177998   0.177467   0.176918  0.176352     64.10    63.72
Morgan Stanley           61745EW49 01/30/09 01/30/24    100.000    VARIES    6.4553              0.154499   0.156244   0.158047   0.159406  0.160808     56.47    57.56
Morgan Stanley           61745EW72 11/23/10 11/23/19    100.000    VARIES    2.3593              0.016618   0.016814   0.017012   0.017213  0.017416      6.03     6.18
Morgan Stanley           61745EW98 11/17/11 11/17/17    100.000    VARIES    3.9291              0.010284   0.010486   0.010692   0.010902  0.011116      3.76     3.91
Morgan Stanley           61745EX30 02/16/10 02/16/30*   100.000    VARIES    5.7678              0.144475                                                 6.50*        
Morgan Stanley           61745EX48 07/16/10 07/16/30*   100.000    VARIES    6.0985              0.156935                                                 2.35*        
Morgan Stanley           61745EX63 06/30/11 06/30/31    100.000    VARIES    5.7758              0.152456   0.149639   0.147896   0.146103  0.144258     54.37    52.92
Morgan Stanley           61745EX71 11/17/11 11/17/15    100.000    VARIES    3.5087              0.012732   0.012955   0.013182   0.013414  0.013649      4.64     4.81
Morgan Stanley           61745EX97 02/16/10 02/16/30*   100.000    VARIES    5.6112              0.140410                                                 6.32*        
Morgan Stanley           61745EY21 07/15/10 07/15/20    100.000    VARIES    3.4515              0.019580   0.019918   0.020261   0.020611  0.020967      7.22     7.47
Morgan Stanley           61745EY39 12/15/10 12/15/19    100.000    VARIES    5.6449              0.160548   0.160979   0.161422   0.161569  0.161720     57.89    58.14
Morgan Stanley           61745EY47 06/30/11 06/30/26    100.000    VARIES    5.5719              0.144007   0.141693   0.139314   0.136869  0.136781     51.42    49.71
Morgan Stanley           61745EY96 12/15/10 12/15/15    100.000    VARIES    1.7536              0.011909   0.012014   0.012119   0.012225  0.012333      4.31     4.39
Morgan Stanley           61745EZ46 05/01/09 05/01/14    100.000    VARIES    5.4528              0.153653   0.153120   0.152308                          55.14    18.28
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745EZ53 02/18/10 02/18/30*   100.000    VARIES    5.4861              0.137800   0.136205                                     18.74*        
Morgan Stanley           61745EZ79 12/15/10 12/15/19    100.000    VARIES    2.6578              0.028538   0.028917   0.029302   0.029691  0.030086     10.35    10.63
Morgan Stanley           61745EZ87 07/07/11 07/07/26    100.000    VARIES    5.7788              0.153244   0.149445   0.145536   0.144080  0.142583     53.14    51.62
Morgan Stanley           61745EZ95 11/29/11 11/29/19    100.000    VARIES    5.8963              0.163616   0.164029   0.164455   0.164676  0.164903     59.00    59.26
Morgan Stanley           61746BCS3 02/09/06 02/11/13    100.000     0.000    5.3494              0.209487                                                 8.38         
Morgan Stanley           61746BCT1 02/27/06 02/27/13    100.000     0.000    5.3615              0.210060                                                11.76         
Morgan Stanley           61746BDF0 02/25/13 02/25/15    100.000     0.000    1.4861                         0.041281   0.041587   0.041896  0.042208     12.67    15.11
Morgan Stanley           61746SDC0 12/11/06 12/11/13    100.000     0.000    5.1239              0.192816   0.197756                                     66.45         
Morgan Stanley           617475116 11/30/07 02/20/13    100.000     0.000    4.6219              0.159316                                                 7.81         
Morgan Stanley           617475546 10/31/07 11/07/14    100.000     4.849    4.8489              0.134694   0.134694   0.134694   0.134694               48.49    41.22
Morgan Stanley           61747W182 03/31/08 03/28/13    100.000     0.000    4.0410              0.134364                                                11.69         
Morgan Stanley           61747W463 02/29/08 02/20/15    100.000     0.000    5.4016              0.186328   0.194532   0.196529   0.205182  0.207288     70.86    74.74
Morgan Stanley           61747YBT1 05/29/07 09/01/14    100.000     0.000    5.6123              0.208554   0.214406   0.220423   0.226608               77.56    54.01
Morgan Stanley           61747YDB8 05/27/11 05/29/15    100.000     0.000    3.0456              0.088539   0.089888   0.091256   0.092646  0.094057     32.20    33.19
Morgan Stanley           617480173 04/30/08 11/05/14    100.000     5.627    5.6269              0.156306   0.156306   0.156306   0.156306               56.27    47.52
Morgan Stanley           617480199 04/30/08 01/30/15    100.000     0.000    6.0537              0.216694   0.223253   0.230010   0.236972  0.244145     81.20    86.19
Morgan Stanley           617480330 05/30/08 02/28/14    100.000     0.000    5.5930              0.195357   0.197546   0.206437                          73.07    11.97
Morgan Stanley           617480496 06/30/08 12/30/13    100.000     0.000    5.6404              0.201243   0.206918                                     73.27         
Morgan Stanley           6174822B9 09/28/12 03/28/16    100.000     0.000    2.4304              0.067513   0.068333   0.069164   0.070004  0.070855     24.61    25.21
Morgan Stanley           6174822C7 09/28/12 09/28/27    100.000    VARIES    4.7924              0.133124   0.132807   0.132482   0.132149  0.131809     47.81    47.57
Morgan Stanley           6174822D5 09/28/12 09/28/32    100.000    VARIES    5.0081              0.139117   0.138503   0.137875   0.137230  0.136569     49.86    49.40
Morgan Stanley           6174822E3 09/28/12 09/28/32    100.000    VARIES    5.0051              0.139033   0.137915   0.136770   0.135595  0.134392     49.64    48.80
Morgan Stanley           6174822F0 09/28/12 09/28/32    100.000    VARIES    4.9982              0.138841   0.136824   0.134757   0.132639  0.130467     49.24    47.73
Morgan Stanley           6174822J2 09/28/12 09/28/32    100.000    VARIES    5.0415              0.140043   0.138986   0.137902   0.136791  0.135652     50.03    49.24
Morgan Stanley           6174822R4 10/31/12 10/31/19    100.000     0.000    3.3498              0.093053   0.094611   0.096196   0.097807  0.099445     33.97    35.12
Morgan Stanley           6174822S2 10/31/12 10/31/17    100.000     0.000    2.8337              0.078717   0.079832   0.080963   0.082110  0.083274     28.68    29.49
Morgan Stanley           6174822X1 10/31/12 10/29/32    100.000    VARIES    4.6665              0.129627   0.127754   0.125826   0.123854  0.121835     46.09    44.69
Morgan Stanley           6174822Y9 10/31/12 10/29/32    100.000    VARIES    4.6741              0.129838   0.128891   0.127918   0.126921  0.125901     46.45    45.75
Morgan Stanley           6174823M4 11/30/12 11/29/19    100.000     0.000    3.2126              0.089242   0.090667   0.092124   0.093603  0.095107     32.48    33.53
Morgan Stanley           6174823N2 11/30/12 11/30/17    100.000     0.000    2.8394              0.078874   0.079994   0.081130   0.082282  0.083450     28.67    29.49
Morgan Stanley           6174824H4 04/30/13 04/28/23    100.000    VARIES    3.0092                         0.083591   0.081942   0.080249  0.080278     20.04    29.09
Morgan Stanley           6174824W1 05/30/13 05/30/28    100.000    VARIES    3.5683                         0.099122   0.097917   0.096690  0.095442     20.88    34.95
Morgan Stanley           6174824Z4 07/03/13 06/29/20    100.000     0.000    3.7328                         0.103692   0.105584   0.107555  0.109562     18.46    38.37
Morgan Stanley           617482AN4 07/28/08 07/28/14    100.000     0.000    6.2015              0.219932   0.226752   0.233783   0.241032               82.52    49.70
Morgan Stanley           617482AR5 08/29/08 04/04/14    100.000     0.000    5.7350              0.200854   0.206613   0.212538                          74.36    19.77
Morgan Stanley           617482D76 11/28/11 11/28/17    100.000     0.000    6.9072              0.205348   0.212440   0.219777   0.227367  0.235220     75.68    81.00
Morgan Stanley           617482D92 11/17/11 11/17/26    100.000    VARIES    6.4999              0.178708   0.177740   0.176740   0.176821  0.176904     64.07    63.65
Morgan Stanley           617482E59 12/28/11 12/28/16    100.000     0.000    5.6804              0.166882   0.171621   0.176496   0.181509  0.186664     60.96    64.47
Morgan Stanley           617482F41 01/30/12 01/30/18    100.000     0.000    4.7546              0.135212   0.138427   0.141717   0.145087  0.148536     50.24    52.65
Morgan Stanley           617482F66 01/31/12 01/29/27    100.000    VARIES    5.2919              0.145751   0.144463   0.143405   0.142319  0.141205     51.88    51.10
Morgan Stanley           617482F90 02/28/12 02/28/19    100.000     0.000    5.2371              0.148461   0.149864   0.156337   0.157816  0.164632     55.42    58.36
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482FQ2 06/30/09 06/28/13    100.000     0.000    4.0308              0.128726                                                22.78         
Morgan Stanley           617482FX7 06/26/09 06/26/24*   100.000    VARIES    5.0455              0.113931                                                19.94*        
Morgan Stanley           617482FZ2 07/31/09 07/31/13    100.000     0.000    3.7618              0.116856   0.119054                                     24.82         
Morgan Stanley           617482G73 03/30/12 03/29/18    100.000     0.000    4.9522              0.140949   0.144439   0.148016   0.151681  0.155437     52.02    54.63
Morgan Stanley           617482G81 03/30/12 09/30/15    100.000     0.000    3.8221              0.108198   0.110266   0.112373   0.114521  0.116710     39.70    41.24
Morgan Stanley           617482GH1 07/31/09 07/31/29*   100.000    VARIES    6.8887              0.172102                                                 4.99*        
Morgan Stanley           617482GK4 08/31/09 02/28/13    100.000     0.000    3.5389              0.108609                                                 6.30         
Morgan Stanley           617482GM0 08/31/09 08/30/13    100.000     0.000    4.0427              0.125220   0.127053                                     30.51         
Morgan Stanley           617482GR9 09/30/09 03/29/13    100.000     0.000    3.2543              0.099583                                                 8.76         
Morgan Stanley           617482GV0 09/30/09 09/30/14    100.000     4.132    4.1319              0.114778   0.114778   0.114778   0.114778               41.32    30.88
Morgan Stanley           617482H23 03/16/12 03/16/27    100.000    VARIES    6.4023              0.176868   0.175860   0.174821   0.173748  0.172580     63.28    62.51
Morgan Stanley           617482H31 03/08/12 09/08/15    100.000     0.000    3.4574              0.097699   0.099388   0.101106   0.102854  0.104632     35.86    37.11
Morgan Stanley           617482H56 03/30/12 03/30/27    100.000    VARIES    6.3037              0.172491   0.170687   0.168825   0.166905  0.165882     61.44    60.16
Morgan Stanley           617482H64 04/02/12 04/02/27    100.000    VARIES    6.2400              0.171606   0.169823   0.167985   0.166089  0.164134     61.14    59.79
Morgan Stanley           617482HD9 10/30/09 04/30/13    100.000     0.000    3.4425              0.105363                                                12.54         
Morgan Stanley           617482HG2 10/19/09 10/19/29*   100.000    VARIES    5.9196              0.148460                                                 2.67*        
Morgan Stanley           617482HH0 10/30/09 01/31/13    100.000     0.000    3.2279              0.097923                                                 2.84         
Morgan Stanley           617482J47 04/30/12 10/30/15    100.000     0.000    3.9956              0.113207   0.115468   0.117775   0.120128  0.122528     41.44    43.11
Morgan Stanley           617482J62 04/30/12 04/28/17    100.000     0.000    4.8877              0.139051   0.142449   0.145931   0.149497  0.153150     51.10    53.63
Morgan Stanley           617482J96 04/30/12 04/28/17    100.000     0.000    4.8877              0.139051   0.142449   0.145931   0.149497  0.153150     51.10    53.63
Morgan Stanley           617482JB1 12/31/09 06/28/13    100.000     0.000    3.1055              0.093558                                                16.65         
Morgan Stanley           617482JK1 11/30/09 05/30/13    100.000     0.000    2.8998              0.087817                                                13.08         
Morgan Stanley           617482JQ8 12/29/09 09/30/13    100.000     0.000    3.4574              0.104388   0.105612                                     28.62         
Morgan Stanley           617482JT2 01/28/10 07/29/13    100.000     0.000    2.8031              0.083484   0.084654                                     17.58         
Morgan Stanley           617482K45 04/25/12 04/26/27    100.000    VARIES    6.3672              0.174873   0.172827   0.170716   0.168538  0.167614     62.32    60.86
Morgan Stanley           617482K60 11/28/11 11/28/16    100.000     0.000    6.6454              0.197066   0.203614   0.210380   0.217370  0.224593     72.56    77.46
Morgan Stanley           617482K78 11/28/11 11/27/15    100.000     0.000    6.2684              0.185178   0.190982   0.196968   0.203142  0.209509     68.11    72.45
Morgan Stanley           617482KD5 11/29/10 05/22/15    100.000     2.000    3.0665              0.087022   0.087504   0.087994   0.088491  0.088996     31.45    31.81
Morgan Stanley           617482KF0 01/25/10 01/25/16    100.000     0.000    4.0787              0.125332   0.127888   0.130496   0.133157  0.135873     46.39    48.30
Morgan Stanley           617482KY9 03/08/10 03/13/15    100.000     0.000    4.0832              0.125556   0.128120   0.130735   0.133404  0.136128     46.22    48.13
Morgan Stanley           617482L28 12/28/11 12/28/15    100.000     0.000    5.3442              0.156493   0.160674   0.164968   0.169376  0.173902     57.12    60.21
Morgan Stanley           617482L69 01/30/12 01/30/17    100.000     0.000    4.4801              0.127238   0.130088   0.133002   0.135981  0.139027     47.19    49.33
Morgan Stanley           617482L85 01/31/12 01/31/17    100.000     0.000    4.4376              0.126004   0.128799   0.131657   0.134579  0.137565     46.72    48.81
Morgan Stanley           617482L93 01/31/12 01/31/18    100.000     0.000    4.6980              0.133568   0.136705   0.139917   0.143203  0.146567     49.61    51.97
Morgan Stanley           617482LA0 03/15/10 03/15/16    100.000     0.000    4.5963              0.143037   0.146324   0.149687   0.153127  0.156646     52.79    55.24
Morgan Stanley           617482M27 02/28/12 02/28/18    100.000     0.000    5.1562              0.146109   0.147432   0.153740   0.155132  0.161769     54.51    57.36
Morgan Stanley           617482M68 03/30/12 03/29/18    100.000     0.000    4.9684              0.141422   0.144935   0.148536   0.152226  0.156007     52.20    54.82
Morgan Stanley           617482M84 03/30/12 03/27/17    100.000     0.000    4.7958              0.136360   0.139630   0.142978   0.146407  0.149918     50.30    52.74
Morgan Stanley           617482MD3 06/29/10 06/29/15    100.000     0.000    4.7613              0.148771   0.152313   0.155939   0.159651  0.163452     54.21    56.82
Morgan Stanley           617482MX9 08/09/10 08/09/20    100.000    VARIES    4.9489              0.136098   0.136146   0.136195   0.136456  0.136725     49.02    49.15
Morgan Stanley           617482N26 04/30/12 04/30/18    100.000     0.000    5.1859              0.147791   0.151623   0.155554   0.159588  0.163726     54.37    57.22
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482N83 07/05/12 07/03/19    100.000     0.000    5.1922              0.144229   0.147932   0.151773   0.155713  0.159755     53.93    56.77
Morgan Stanley           617482NM2 09/30/10 09/30/16    100.000     0.000    3.8819              0.116451   0.118712   0.121016   0.123365  0.125759     42.74    44.42
Morgan Stanley           617482NP5 09/28/10 09/28/15    100.000     0.000    3.4261              0.101862   0.103607   0.105382   0.107187  0.109024     37.31    38.60
Morgan Stanley           617482NS9 09/30/10 09/30/15    100.000     0.000    3.4418              0.102361   0.104122   0.105914   0.107737  0.109591     37.49    38.79
Morgan Stanley           617482NW0 10/12/10 10/09/15    100.000     0.000    3.2213              0.095362   0.096898   0.098459   0.100045  0.101656     34.86    35.99
Morgan Stanley           617482P32 09/04/12 08/30/16    100.000     0.000    3.5949              0.098764   0.099941   0.102297   0.103566  0.106007     36.70    38.03
Morgan Stanley           617482P73 10/03/12 10/03/18    100.000     0.000    3.2792              0.091090   0.092583   0.094101   0.095644  0.097212     33.33    34.43
Morgan Stanley           617482PB4 10/28/10 05/29/13    100.000     0.000    1.6525              0.047507                                                 7.03         
Morgan Stanley           617482PC2 10/28/10 05/29/14    100.000     0.000    2.5250              0.073912   0.074845   0.075790                          26.84    11.22
Morgan Stanley           617482PD0 10/29/10 05/29/15    100.000     0.000    3.1816              0.094387   0.095889   0.097414   0.098964  0.100538     34.35    35.45
Morgan Stanley           617482PU2 12/22/10 12/22/25    100.000    VARIES    6.2468              0.167147   0.166314   0.165454   0.164568  0.163654     60.01    59.39
Morgan Stanley           617482Q23 10/31/12 10/31/19    100.000     0.000    3.3724              0.093680   0.095260   0.096867   0.098500  0.100161     34.20    35.37
Morgan Stanley           617482Q72 05/30/12 11/30/17    100.000     0.000    5.8534              0.165543   0.169456   0.175374   0.179521  0.185790     61.45    65.10
Morgan Stanley           617482Q80 05/30/12 05/29/15    100.000     0.000    4.6387              0.131827   0.134884   0.138013   0.141214  0.144489     48.21    50.47
Morgan Stanley           617482QH0 01/28/11 01/27/17    100.000     0.000    4.1753              0.123384   0.125960   0.128589   0.131274  0.134014     45.68    47.61
Morgan Stanley           617482QS6 01/28/11 01/28/14    100.000     0.000    2.2103              0.063456   0.064157   0.064866                          23.19     1.75
Morgan Stanley           617482QY3 02/08/11 12/22/20    100.000    VARIES    N/A                 0.149982   0.149538   0.149230   0.148914  0.148748     53.80    53.60
Morgan Stanley           617482R55 05/31/12 05/28/32    100.000    VARIES    6.7095              0.184265   0.182059   0.178673   0.175174  0.171557     65.75    63.46
Morgan Stanley           617482R63 06/04/12 06/04/27    100.000    VARIES    6.4699              0.179659   0.179594   0.179527   0.179458  0.179437     64.66    64.61
Morgan Stanley           617482R71 06/15/12 06/15/27    100.000    VARIES    6.6026              0.183041   0.182665   0.182276   0.181874  0.181459     65.81    65.53
Morgan Stanley           617482R97 06/29/12 06/29/17    100.000     0.000    4.7647              0.135508   0.138736   0.142041   0.145425  0.148890     49.38    51.76
Morgan Stanley           617482RB2 02/25/11 02/27/17    100.000     0.000    4.3449              0.128762   0.131559   0.134417   0.137338  0.140321     47.56    49.65
Morgan Stanley           617482RH9 02/28/11 02/27/26    100.000    VARIES    5.9550              0.162763   0.161819   0.161028   0.160212  0.159373     58.21    57.62
Morgan Stanley           617482RL0 03/30/11 09/29/17    100.000     0.000    4.3132              0.127718   0.130473   0.133287   0.136161  0.139098     46.99    49.04
Morgan Stanley           617482S21 06/29/12 06/30/15    100.000     0.000    3.9664              0.112375   0.114604   0.116877   0.119195  0.121558     40.86    42.50
Morgan Stanley           617482S70 06/29/12 06/29/32    100.000    VARIES    6.4088              0.175094   0.172071   0.168951   0.165730  0.163849     62.48    60.23
Morgan Stanley           617482S88 06/29/12 06/29/27    100.000    VARIES    6.1368              0.169953   0.169420   0.168872   0.168306  0.168599     61.08    60.69
Morgan Stanley           617482SD7 08/26/11 08/26/13    100.000     0.000    2.1981              0.062411   0.063097                                     14.79         
Morgan Stanley           617482SE5 09/02/11 09/03/13    100.000     0.000    2.4917              0.070954   0.071838                                     17.33         
Morgan Stanley           617482SF2 10/14/11 10/15/13    100.000     0.000    4.6123              0.134116   0.137209                                     38.65         
Morgan Stanley           617482SH8 11/23/11 11/21/14    100.000     0.000    5.5804              0.163736   0.168304   0.173000   0.177827               60.14    56.23
Morgan Stanley           617482SK1 03/14/12 03/14/14    100.000     0.000    2.7464              0.077338   0.078400   0.079477                          28.26     5.80
Morgan Stanley           617482SL9 04/25/12 04/24/15    100.000     0.000    3.7456              0.105984   0.107969   0.109991   0.112051  0.114149     38.78    40.25
Morgan Stanley           617482SN5 05/30/12 05/30/14    100.000     0.000    3.9398              0.111597   0.113796   0.116038                          40.71    17.29
Morgan Stanley           617482SP0 06/11/12 06/11/15    100.000     0.000    4.5401              0.128977   0.131905   0.134899   0.137961  0.141093     47.08    49.24
Morgan Stanley           617482SS4 03/04/13 03/04/15    100.000     0.000    1.4836                         0.041211   0.041517   0.041825  0.042135     12.28    15.07
Morgan Stanley           617482T53 07/05/12 07/06/15    100.000     0.000    4.0042              0.111242   0.113469   0.115741   0.118058  0.120422     41.24    42.90
Morgan Stanley           617482T95 07/31/12 07/31/18    100.000     0.000    4.8288              0.134135   0.137373   0.140690   0.144087  0.147566     49.86    52.30
Morgan Stanley           617482TA2 04/28/11 07/28/17    100.000     0.000    4.1507              0.121381   0.123900   0.126472   0.129097  0.131776     44.93    46.81
Morgan Stanley           617482TN4 04/29/11 04/29/31    100.000    VARIES    5.9675              0.161187   0.159992   0.158762   0.157495  0.156792     57.66    56.80
Morgan Stanley           617482TP9 05/13/11 05/13/14    100.000     0.000    2.4618              0.070942   0.071816   0.072700                          25.78     9.60
Morgan Stanley           617482TQ7 05/27/11 05/30/17    100.000     0.000    3.9013              0.114875   0.117116   0.119401   0.121730  0.124104     41.90    43.55
Morgan Stanley           617482TV6 05/11/11 11/12/14    100.000     0.000    2.7937              0.080909   0.082039   0.083185   0.084347               29.44    26.08
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482U36 07/31/12 07/29/16    100.000     0.000    4.2660              0.118501   0.121014   0.123595   0.126232  0.128924     43.89    45.78
Morgan Stanley           617482U44 07/31/12 07/30/27    100.000    VARIES    5.9206              0.160886   0.163295   0.160371   0.162755  0.159823     59.08    58.88
Morgan Stanley           617482U51 07/31/12 07/30/32    100.000    VARIES    6.0840              0.165328   0.166660   0.162507   0.163698  0.159505     60.15    59.07
Morgan Stanley           617482UH5 05/31/11 05/29/26    100.000    VARIES    5.3835              0.146574   0.146810   0.147053   0.147301  0.147040     52.82    52.98
Morgan Stanley           617482UP7 06/29/11 06/29/17    100.000     0.000    3.6574              0.107272   0.109233   0.111231   0.113265  0.115336     38.98    40.42
Morgan Stanley           617482UY8 06/15/11 06/13/31    100.000    VARIES    5.5344              0.147913   0.145857   0.144811   0.143737  0.142633     52.82    51.90
Morgan Stanley           617482V50 07/31/12 07/30/32    100.000    VARIES    6.0491              0.164379   0.163560   0.157282   0.157807  0.153124     58.75    56.86
Morgan Stanley           617482V68 08/17/12 08/17/27    100.000    VARIES    5.8776              0.163267   0.163195   0.163120   0.163044  0.162965     58.74    58.69
Morgan Stanley           617482V76 08/31/12 08/31/32    100.000    VARIES    5.8050              0.160360   0.156595   0.157988   0.154194  0.155476     57.55    56.66
Morgan Stanley           617482V84 08/31/12 08/31/32    100.000    VARIES    5.7934              0.160040   0.154816   0.154648   0.149358  0.148938     56.79    54.77
Morgan Stanley           617482VB7 06/30/11 06/30/31    100.000    VARIES    5.5330              0.149034   0.147393   0.145708   0.143975  0.143308     53.35    52.14
Morgan Stanley           617482VG6 06/14/11 09/14/17    100.000     0.000    3.8913              0.113432   0.115639   0.117889   0.120183  0.122521     41.71    43.35
Morgan Stanley           617482VQ4 08/31/11 08/31/17    100.000     0.000    4.9901              0.144813   0.146006   0.152129   0.153383  0.159815     53.98    56.70
Morgan Stanley           617482VU5 08/29/11 08/29/17    100.000     0.000    5.0291              0.144405   0.148849   0.151759   0.156429  0.159487     54.44    57.21
Morgan Stanley           617482VX9 09/29/11 09/29/17    100.000     0.000    6.0377              0.177996   0.183369   0.188905   0.194608  0.200483     66.05    70.10
Morgan Stanley           617482VZ4 10/28/11 10/28/16    100.000     0.000    5.1995              0.152039   0.155992   0.160047   0.164208  0.168477     55.95    58.90
Morgan Stanley           617482W75 08/31/12 08/31/18    100.000     0.000    4.3348              0.119747   0.120348   0.124994   0.125621  0.130471     44.46    46.41
Morgan Stanley           617482W91 08/31/12 08/31/16    100.000     0.000    3.6382              0.100504   0.100664   0.104194   0.104359  0.108019     37.17    38.53
Morgan Stanley           617482WA8 10/28/11 10/28/16    100.000     0.000    5.1995              0.152039   0.155992   0.160047   0.164208  0.168477     55.95    58.90
Morgan Stanley           617482WC4 07/28/11 07/28/17    100.000     0.000    4.3106              0.124957   0.127650   0.130401   0.133212  0.136083     46.30    48.32
Morgan Stanley           617482WK6 07/28/11 07/28/17    100.000     0.000    4.3106              0.124957   0.127650   0.130401   0.133212  0.136083     46.30    48.32
Morgan Stanley           617482X25 08/31/12 08/31/27    100.000    VARIES    5.6218              0.155299   0.152351   0.154441   0.151484  0.153536     56.04    55.72
Morgan Stanley           617482X41 08/31/12 08/31/32    100.000    VARIES    5.8551              0.161743   0.158210   0.159894   0.156337  0.157935     58.16    57.47
Morgan Stanley           617482X90 09/28/12 09/28/18    100.000     0.000    3.2592              0.090533   0.092009   0.093508   0.095032  0.096581     33.13    34.22
Morgan Stanley           617482XG4 08/30/11 08/29/31    100.000    VARIES    6.1188              0.163998   0.163220   0.160607   0.159706  0.157005     59.29    58.01
Morgan Stanley           617482XL3 08/26/11 08/25/17    100.000     0.000    4.9767              0.145190   0.148803   0.152505   0.156300  0.160190     53.84    56.55
Morgan Stanley           617482XT6 08/31/11 08/31/17    100.000     1.000    5.0228              0.144406   0.144937   0.150346   0.150926  0.156587     53.54    55.75
Morgan Stanley           617482XW9 09/29/11 09/29/17    100.000     0.000    6.0328              0.177841   0.183205   0.188732   0.194424  0.200289     65.99    70.03
Morgan Stanley           617482Y99 11/30/12 11/30/27    100.000    VARIES    4.1468              0.115190   0.114728   0.114256   0.113774  0.113282     41.36    41.02
Morgan Stanley           617482YD0 09/16/11 09/14/18    100.000     0.000    5.1470              0.150385   0.154256   0.158225   0.162297  0.166474     55.67    58.58
Morgan Stanley           617482YR9 10/14/11 10/14/26    100.000    VARIES    5.6319              0.153479   0.153206   0.152926   0.152637  0.152340     55.16    54.96
Morgan Stanley           617482YU2 10/28/11 10/28/16    100.000     0.000    5.1961              0.151935   0.155882   0.159932   0.164087  0.168350     55.91    58.85
Morgan Stanley           617482YW8 10/20/11 10/20/26    100.000    VARIES    5.7716              0.157649   0.156253   0.154818   0.154276  0.153718     56.30    55.56
Morgan Stanley           617482Z23 11/30/12 11/30/32    100.000    VARIES    4.3509              0.120861   0.119195   0.117492   0.115753  0.113976     43.11    41.88
Morgan Stanley           617482Z31 11/30/12 11/30/32    100.000    VARIES    4.3570              0.121029   0.120151   0.119255   0.118339  0.117403     43.36    42.71
Morgan Stanley           617483144 06/30/09 06/26/14    100.000     0.000    5.3758              0.179692   0.184521   0.189481                          65.61    33.16
Morgan Stanley           617483235 04/30/09 04/21/14    100.000     0.000    5.6383              0.190010   0.195366   0.200874                          70.13    22.10
Morgan Stanley           617483383 05/29/09 05/20/14    100.000     0.000    5.2382              0.174153   0.178715   0.183396                          63.90    25.49
Morgan Stanley           617483599 03/31/09 03/20/14    100.000     0.000    6.3536              0.218067   0.221326   0.232142                          81.64    18.11
Morgan Stanley           617484282 08/31/09 02/25/15    100.000     0.000    4.7184              0.147363   0.153340   0.154399   0.160661  0.161770     55.78    58.44
Morgan Stanley           617484381 03/09/10 01/07/16    100.000     0.000    4.4482              0.136894   0.139939   0.143051   0.146233  0.149485     50.90    53.19
Morgan Stanley           617484530 11/30/09 05/28/15    100.000     0.000    3.9207              0.122340   0.124738   0.127184   0.129677  0.132219     44.63    46.40
Morgan Stanley           617484621 11/06/09 11/06/14    100.000     0.000    4.0719              0.127649   0.130248   0.132900   0.135606               46.71    41.02
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617484654 12/04/09 12/04/13    100.000     0.000    3.4578              0.106456   0.108297                                     35.78         
Morgan Stanley           617484779 09/30/09 03/27/15    100.000     0.000    4.2843              0.135102   0.137996   0.140952   0.143971  0.147055     49.71    51.86
Morgan Stanley           61755S172 06/04/12 05/30/17    100.000     0.000    5.5376              0.157988   0.162363   0.166858   0.171478  0.176226     57.94    61.19
Morgan Stanley           61755S354 07/03/12 02/27/17    100.000     0.000    4.7356              0.132479   0.135616   0.138827   0.142114  0.145479     49.04    51.39
Morgan Stanley           61755S412 08/02/12 07/30/18    100.000     0.000    4.5511              0.126420   0.129265   0.132207   0.135215  0.138292     46.90    49.05
Morgan Stanley           61755S537 08/08/12 08/10/15    100.000     0.000    3.4078              0.094680   0.096294   0.097934   0.099603  0.101300     34.83    36.03
Morgan Stanley           61755S552 08/17/12 10/17/17    100.000     0.000    4.2529              0.118974   0.121504   0.124088   0.126726  0.129421     43.66    45.54
Morgan Stanley           61759G273 02/01/11 02/02/15    100.000     0.000    3.1466              0.091607   0.093048   0.094512   0.095999  0.097509     33.67    34.74
Morgan Stanley           61759G588 07/23/10 07/22/16    100.000     0.000    4.6755              0.142436   0.145766   0.149173   0.152661  0.156229     52.95    55.45
Morgan Stanley           61759G612 08/30/10 08/25/16    100.000     0.000    4.0488              0.121789   0.124254   0.126770   0.129336  0.131954     44.92    46.75
Morgan Stanley           61759G653 07/30/10 03/30/17    100.000     0.000    5.0431              0.156063   0.159998   0.164033   0.168169  0.172409     57.62    60.56
Morgan Stanley           61759G844 06/29/10 06/24/16    100.000     0.000    5.4889              0.174443   0.179230   0.184149   0.189203  0.194396     63.73    67.28
Morgan Stanley           61760E119 07/12/11 07/10/14    100.000     0.000    2.5371              0.072266   0.073183   0.074111   0.075052               26.50    14.18
Morgan Stanley           61760E226 08/31/11 08/31/17    100.000     0.000    5.0772              0.147466   0.148744   0.155048   0.156392  0.163020     54.99    57.82
Morgan Stanley           61760E309 02/25/11 02/22/18    100.000     0.000    4.9086              0.146580   0.150177   0.153863   0.157639  0.161508     54.36    57.06
Morgan Stanley           61760E341 06/29/11 06/24/26    100.000     1.000    5.3273              0.157751   0.161214   0.164768   0.168417  0.172163     57.46    60.02
Morgan Stanley           61760E366 06/30/11 06/30/17    100.000     0.000    3.7941              0.111506   0.113621   0.115777   0.117973  0.120211     40.53    42.08
Morgan Stanley           61760E481 07/29/11 07/29/16    100.000     0.000    3.9112              0.112936   0.115145   0.117396   0.119692  0.122033     41.73    43.38
Morgan Stanley           61760E499 07/29/11 07/31/17    100.000     0.000    4.2685              0.123716   0.126357   0.129054   0.131808  0.134621     45.82    47.80
Morgan Stanley           61760E630 05/27/11 05/24/17    100.000     0.000    3.9896              0.117552   0.119897   0.122289   0.124728  0.127216     42.92    44.65
Morgan Stanley           61760P650 09/29/11 12/22/17    100.000     0.000    6.0586              0.181141   0.186628   0.192282   0.198107  0.204108     66.30    70.38
Morgan Stanley           61760P692 09/30/11 09/29/17    100.000     1.000    6.0171              0.175632   0.180080   0.184662   0.189382  0.194244     64.86    68.21
Morgan Stanley           61760P825 09/30/11 09/29/17    100.000     1.000    6.0418              0.176394   0.180883   0.185509   0.190274  0.195182     65.15    68.53
Morgan Stanley           61760QAB0 02/29/12 02/29/32    100.000    VARIES    5.1013              0.137470   0.131747   0.130301   0.124514  0.122761     48.24    45.57
Morgan Stanley           61760QAC8 02/29/12 02/29/32    100.000    VARIES    5.1024              0.139616   0.135990   0.136838   0.133188  0.134645     49.95    49.00
Morgan Stanley           61760QAE4 02/28/12 02/28/17    100.000    VARIES    3.1265              0.016305   0.015038   0.015527   0.015512  0.016016      5.62     5.72
Morgan Stanley           61760QAG9 03/15/12 03/15/32    100.000    VARIES    5.5709              0.151322   0.147800   0.144179   0.140458  0.136633     53.08    50.43
Morgan Stanley           61760QAK0 03/30/12 03/30/32    100.000    VARIES    5.8740              0.159802   0.156337   0.152770   0.149099  0.145320     56.27    53.66
Morgan Stanley           61760QAM6 03/16/12 03/16/17    100.000    VARIES    3.6245              0.030462   0.029672   0.028867   0.028047  0.028556     10.66    10.21
Morgan Stanley           61760QAN4 03/30/12 03/30/32    100.000    VARIES    6.0912              0.166740   0.164204   0.161591   0.158899  0.157127     59.10    57.28
Morgan Stanley           61760QAP9 03/30/12 03/30/27    100.000    VARIES    5.8450              0.158179   0.153872   0.149439   0.144876  0.143233     55.37    52.41
Morgan Stanley           61760QAR5 03/30/12 03/30/17    100.000    VARIES    3.2447              0.019447   0.018187   0.018482   0.018782  0.019087      6.69     6.76
Morgan Stanley           61760QAU8 03/30/12 03/30/17    100.000    VARIES    3.2451              0.019458   0.018198   0.018493   0.018793  0.019078      6.69     6.77
Morgan Stanley           61760QAW4 04/30/12 04/30/32    100.000    VARIES    5.9580              0.162156   0.158712   0.155165   0.151512  0.147751     57.33    54.75
Morgan Stanley           61760QAX2 04/16/12 04/16/16    100.000    VARIES    2.9299              0.019016   0.018181   0.018448   0.018718  0.018992      6.65     6.73
Morgan Stanley           61760QAY0 04/16/12 04/16/19    100.000    VARIES    3.3327              0.014743   0.013275   0.013496   0.013721  0.013949      4.95     4.93
Morgan Stanley           61760QBA1 04/30/12 04/30/17    100.000    VARIES    3.6147              0.030197   0.029416   0.028620   0.027810  0.028312     10.63    10.14
Morgan Stanley           61760QBB9 04/30/12 04/30/32    100.000    VARIES    6.3756              0.174776   0.172378   0.168295   0.164083  0.159735     62.09    59.31
Morgan Stanley           61760QBC7 04/30/12 04/30/17    100.000    VARIES    3.3427              0.021969   0.020504   0.020846   0.021195  0.021549      7.58     7.61
Morgan Stanley           61760QBE3 05/21/12 05/21/21    100.000    VARIES    3.6558              0.017227   0.016216   0.015186   0.014138  0.014397      5.94     5.25
Morgan Stanley           61760QBG8 05/16/12 05/16/22    100.000    VARIES    3.9370              0.025878   0.024839   0.023779   0.022698  0.021597      9.03     8.27
Morgan Stanley           61760QBH6 05/31/12 05/31/27    100.000    VARIES    6.1477              0.167482   0.164092   0.160597   0.156995  0.153282     59.47    56.94
Morgan Stanley           61760QBJ2 05/31/12 05/31/27    100.000    VARIES    6.1477              0.167482   0.164092   0.160597   0.156995  0.153282     59.47    56.94
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61760QBK9 05/30/12 05/30/17    100.000    VARIES    3.9102              0.038130   0.037067   0.035982   0.034877  0.035559     13.47    12.74
Morgan Stanley           61760QBM5 06/15/12 06/15/19    100.000    VARIES    4.3021              0.022099   0.021000   0.019878   0.018732  0.019134      7.72     6.94
Morgan Stanley           61760QBN3 06/15/12 06/15/15    100.000    VARIES    3.3237              0.022158   0.021422   0.021778   0.022140  0.022508      7.84     7.92
Morgan Stanley           61760QBP8 06/20/12 06/20/17    100.000    VARIES    4.3857              0.010398   0.010075   0.009744   0.009407  0.009613      3.68     3.45
Morgan Stanley           61760QBR4 08/02/12 08/02/19    100.000    VARIES    3.6421              0.017836   0.016116   0.014363   0.014625  0.014891      5.59     5.30
Morgan Stanley           61760QBS2 07/20/12 07/20/17    100.000    VARIES    3.6336              0.017602   0.016432   0.015241   0.015518  0.015799      5.75     5.63
Morgan Stanley           61760QBU7 08/14/12 08/14/17    100.000    VARIES    3.5375              0.014933   0.013965   0.012979   0.013208  0.013442      4.93     4.78
Morgan Stanley           61760QBV5 08/31/12 09/01/19    100.000    VARIES    3.6020              0.016721   0.016056   0.015380   0.014691  0.013990      5.74     5.25
Morgan Stanley           61760QBW3 08/28/12 02/29/16    100.000    VARIES    2.4781              0.029141   0.027822   0.027414   0.027302  0.028098     10.18    10.07
Morgan Stanley           61760QBY9 10/15/12 10/15/24    100.000    VARIES    4.4801              0.124449   0.123503   0.122536   0.123081  0.123639     44.49    44.29
Morgan Stanley           61760QBZ6 10/10/12 10/10/24    100.000    VARIES    4.6394              0.128874   0.128641   0.128404   0.128160  0.127912     46.31    46.14
Morgan Stanley           61760QCB8 11/28/12 11/28/27    100.000    VARIES    4.4678              0.124108   0.125649   0.127225   0.128836  0.130483     45.06    46.20
Morgan Stanley           61760QCD4 12/28/12 12/28/22    100.000    VARIES    2.1576              0.009714   0.008865   0.008007   0.008094  0.008181      3.34     2.90
Morgan Stanley           61760QCG7 01/31/13 01/31/23    100.000    VARIES    2.1325                         0.010627   0.009709   0.008780  0.008874      3.38     3.20
Morgan Stanley           61760QCJ1 02/15/13 02/15/18    100.000    VARIES    1.6302                         0.009449   0.009153   0.008855  0.008927      2.95     3.21
Morgan Stanley           61760QCK8 02/28/13 03/01/23    100.000    VARIES    1.9098              0.010356   0.010351   0.009543   0.008727  0.008811      3.02     3.20
Morgan Stanley           61760QCQ5 06/28/13 06/28/28    100.000    VARIES    3.9695                         0.110266   0.107493   0.104664  0.101780     20.17    38.17
Morgan Stanley           61760QCR3 06/07/13 06/07/20    100.000    VARIES    1.7753                         0.012226   0.011971   0.011714  0.011454      2.49     4.25
Morgan Stanley           61760QCS1 06/07/13 06/07/28    100.000    VARIES    4.0271                         0.111865   0.109084   0.106247  0.103352     22.75    38.62
Morgan Stanley           61760QCT9 06/28/13 06/28/28    100.000    VARIES    4.5851                         0.127365   0.123598   0.119745  0.115803     23.30    43.78
Morgan Stanley           61760QCV4 06/28/13 06/28/28    100.000    VARIES    4.3010                         0.119473   0.116069   0.112591  0.111565     21.85    41.15
Morgan Stanley           61760QCW2 06/28/13 06/28/28    100.000    VARIES    4.2810                         0.118918   0.115518   0.112045  0.111026     21.75    40.95
Morgan Stanley           61760QCY8 07/31/13 07/31/28    100.000    VARIES    4.5083                                    0.125232   0.121794  0.118278     18.91    43.41
Morgan Stanley           61760QCZ5 07/31/13 07/31/33    100.000    VARIES    4.4981                                    0.124948   0.121511  0.117996     18.87    43.31
Morgan Stanley           61760QDB7 08/19/13 08/19/33    100.000    VARIES    4.7352                                    0.131534   0.128713  0.125825     17.36    46.09
Morgan Stanley           61760QDD3 08/19/13 08/19/33    100.000    VARIES    4.5465                                    0.126293   0.122850  0.119328     16.67    43.93
Morgan Stanley           61760QDE1 08/28/13 08/28/33    100.000    VARIES    4.4981                                    0.124949   0.121511  0.117997     15.37    43.51
Morgan Stanley           61760QDH4 09/06/13 09/06/21    100.000    VARIES    2.3953                                    0.010981   0.010143  0.009295      1.26     3.61
Morgan Stanley           61760QDL5 09/26/13 09/26/33    100.000    VARIES    4.6879                                    0.130220   0.126761  0.123221     12.37    45.59
Morgan Stanley           61760T132 10/31/11 10/31/17    100.000     1.000    5.8164              0.169463   0.173584   0.177824   0.182188  0.186678     62.26    65.34
Morgan Stanley           61760T173 11/28/11 11/24/17    100.000     0.000    6.9071              0.205194   0.212281   0.219612   0.227196  0.235043     75.68    81.00
Morgan Stanley           61760T199 11/18/11 11/21/17    100.000     1.000    6.1790              0.180745   0.185471   0.190343   0.195365  0.200543     66.30    69.84
Morgan Stanley           61760T439 02/21/12 02/21/18    100.000     0.000    4.6585              0.132417   0.135502   0.138658   0.141887  0.145192     49.04    51.35
Morgan Stanley           61760T488 03/02/12 02/27/18    100.000     0.000    5.0972              0.145098   0.148796   0.152589   0.156477  0.160465     53.83    56.61
Morgan Stanley           61760T512 04/03/12 03/30/16    100.000     0.000    4.2972              0.121889   0.124508   0.127183   0.129916  0.132707     44.83    46.78
Morgan Stanley           61760T660 05/02/12 04/27/17    100.000     0.000    4.7658              0.135452   0.138679   0.141984   0.145367  0.148831     49.76    52.16
Morgan Stanley           61761H764 12/04/12 12/05/16    100.000     0.000    2.5669              0.071309   0.072225   0.073152   0.074091  0.075041     25.88    26.55
Morgan Stanley           61761H806 12/04/12 07/03/18    100.000     0.000    2.8586              0.079407   0.079590   0.080728   0.081881  0.083052     28.85    29.68
Morgan Stanley           61761H822 01/03/13 02/27/17    100.000     0.000    2.2436              0.062324   0.062534   0.063235   0.063945  0.064662     22.46    23.07
Morgan Stanley           61761JAG4 12/27/12 12/27/19    100.000     0.000    3.0561              0.084893   0.086190   0.087507   0.088844  0.090202     30.81    31.75
Morgan Stanley           61761JAL3 12/27/12 12/27/32    100.000    VARIES    4.4695              0.124155   0.122272   0.120348   0.118380  0.116369     44.34    42.96
Morgan Stanley           61761JAM1 12/27/12 12/27/32    100.000    VARIES    4.4777              0.124383   0.123779   0.123160   0.122528  0.121882     44.66    44.22
Morgan Stanley           61761JAY5 01/31/13 07/31/20    100.000     0.000    3.2934                         0.091483   0.092990   0.094521  0.096078     30.51    34.22
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61761JBB4 01/31/13 01/31/33    100.000    VARIES    4.4962                         0.124896   0.123195   0.121455  0.119676     41.08    43.51
Morgan Stanley           61761JBC2 01/31/13 01/31/33    100.000    VARIES    4.5027                         0.125075   0.124361   0.123632  0.122885     41.29    44.42
Morgan Stanley           61761JBJ7 01/14/13 01/14/28    100.000    VARIES    4.1941                         0.116503   0.114754   0.112969  0.111146     40.13    40.39
Morgan Stanley           61761JBK4 01/30/13 01/28/33    100.000    VARIES    4.6735                         0.129820   0.127553   0.125208  0.122808     42.62    44.77
Morgan Stanley           61761JBZ1 02/28/13 02/28/33    100.000    VARIES    4.3576                         0.118415   0.119605   0.116877  0.118008     36.50    42.96
Morgan Stanley           61761JCA5 02/28/13 02/28/33    100.000    VARIES    4.3507                         0.118228   0.118257   0.114389  0.114269     36.30    41.96
Morgan Stanley           61761JCB3 02/28/13 02/28/33    100.000    VARIES    4.3518                         0.118256   0.118600   0.115041  0.115261     36.35    42.22
Morgan Stanley           61761JCC1 02/28/13 08/28/20    100.000     0.000    2.9762                         0.082673   0.083903   0.085152  0.086419     25.20    30.74
Morgan Stanley           61761JCN7 02/21/13 02/18/33    100.000    VARIES    4.4837                         0.124549   0.122976   0.121341  0.119669     38.40    43.54
Morgan Stanley           61761JDB2 02/20/13 02/18/33    100.000    VARIES    4.5200                         0.125558   0.123618   0.121613  0.119563     38.79    43.60
Morgan Stanley           61761JEU9 04/30/13 04/29/33    100.000    VARIES    3.9393                         0.109427   0.107902   0.106338  0.104744     26.28    38.37
Morgan Stanley           61761JGF0 05/08/13 05/06/33    100.000    VARIES    3.9967                         0.111020   0.109880   0.108704  0.107504     25.80    39.21
Morgan Stanley           61761JGH6 05/30/13 05/31/33    100.000    VARIES    4.3438              0.119335   0.118676   0.117901   0.115806  0.114953     25.61    42.56
Morgan Stanley           61761JGS2 05/24/13 05/24/33    100.000    VARIES    4.1821                         0.116170   0.114470   0.112735  0.110964     25.15    40.77
Morgan Stanley           61761JHD4 06/28/13 06/28/33    100.000    VARIES    5.2916                         0.146989   0.145025   0.143008  0.140938     26.89    51.83
Morgan Stanley           61761JHJ1 06/28/13 06/28/21    100.000     0.000    4.0231                         0.111754   0.114002   0.116296  0.118635     20.46    41.47
Morgan Stanley           61761JJB6 06/18/13 06/18/32    100.000    VARIES    4.7372                         0.131590   0.130318   0.129016  0.127682     25.38    46.65
Morgan Stanley           61761JJF7 06/25/13 06/25/21    100.000     0.000    N/A                            0.109276   0.111425   0.113617  0.115852     20.34    40.53
Morgan Stanley           61761JJP5 07/31/13 07/29/33    100.000    VARIES    4.8132                                    0.133703   0.132049  0.130346     20.19    47.33
Morgan Stanley           61761JJW0 07/31/13 01/29/21    100.000     0.000    3.5967                                    0.099910   0.101697  0.103526     15.09    36.84
Morgan Stanley           61761JJY6 07/15/13 07/15/33     99.000    VARIES    4.8838                                    0.134306   0.133094  0.131853     22.29    47.72
Morgan Stanley           61761JKJ7 08/30/13 02/26/21    100.000     0.000    3.7093                                    0.103038   0.104906  0.106852     12.47    37.91
Morgan Stanley           61761JKL2 08/30/13 08/30/33    100.000    VARIES    5.0532                                    0.138824   0.136386  0.135403     17.21    49.80
Morgan Stanley           61761JKY4 09/30/13 09/30/33    100.000    VARIES    4.8148                                    0.133745   0.132123  0.130461     12.17    47.56
Morgan Stanley           61761JLF4 09/30/13 09/30/20    100.000     0.000    3.4026                                    0.094518   0.096126  0.097761      8.60    34.61
Morgan Stanley           61761JLU1 09/30/13 09/30/33    100.000    VARIES    4.8741                                    0.135394   0.134205  0.132986     12.32    48.31
Morgan Stanley           61761JMC0 10/31/13 10/29/21    100.000     0.000    3.4604                                    0.096123   0.097777  0.099469      5.86    35.11
Morgan Stanley           61761M201 01/04/13 01/02/18    100.000     0.000    2.5385                         0.070515   0.071400   0.072307  0.073224     25.33    26.19
Morgan Stanley           61762E190 05/03/13 08/03/18    100.000     0.000    2.0678                         0.057441   0.057738   0.058335  0.058938     13.71    21.07
Morgan Stanley           61762E299 06/05/13 05/29/20    100.000     0.000    N/A                            0.086005   0.087292   0.088643  0.090015     17.76    31.76
Morgan Stanley           61762GAG9 11/05/13 04/29/19    100.000     0.000    2.4701                                    0.068616   0.069435  0.070292      3.84    24.95
Morgan Stanley           61762P146 08/05/13 06/29/18    100.000     0.000    2.9164                         0.081012   0.081957   0.083152  0.084365     11.83    29.72
Morgan Stanley           61762P286 08/05/13 08/05/20    100.000     0.000    3.6083                                    0.100231   0.102039  0.103880     14.63    36.94
Morgan Stanley           61762P443 09/05/13 08/31/18    100.000     0.000    3.0417                                    0.084027   0.083879  0.086566      9.92    30.96
Morgan Stanley           61762P476 08/09/13 08/09/23    100.000     0.000    4.3446                                    0.120685   0.123306  0.125985     17.14    44.67
Morgan Stanley           61762P807 10/03/13 09/28/18    100.000     0.000    2.7818                                    0.077273   0.078318  0.079407      6.80    28.20
Morris CNTY Improv Auth  618027AR7 02/18/10 08/15/13    100.000     0.000    2.1177              0.061995   0.062652                                     14.01         
Morris CNTY Improv Auth  618027AS5 02/18/10 08/15/14    100.000     0.000    2.8538              0.085074   0.086288   0.087520   0.088768               31.18    19.83
Morris CNTY Improv Auth  618027AT3 02/18/10 08/15/15    100.000     0.000    3.0318              0.090774   0.092150   0.093547   0.094965  0.096405     33.30    34.32
Morris CNTY Improv Auth  618027AU0 02/18/10 08/15/16    100.000     0.000    3.4140              0.103181   0.104942   0.106733   0.108555  0.110408     37.95    39.25
Morris CNTY Improv Auth  618027AV8 02/18/10 08/15/17    100.000     0.000    3.6588              0.111243   0.113278   0.115350   0.117461  0.119610     40.97    42.49
Morris CNTY Improv Auth  618027AW6 02/18/10 08/15/18    100.000     0.000    3.8475              0.117523   0.119784   0.122089   0.124437  0.126831     43.34    45.02
Morris CNTY Improv Auth  618027AX4 02/18/10 08/15/19    100.000     0.000    3.8535              0.117724   0.119992   0.122304   0.124661  0.127063     43.41    45.10
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morris CNTY Improv Auth  618027AY2 02/18/10 08/15/20    100.000     0.000    3.8574              0.117854   0.120127   0.122444   0.124805  0.127212     43.46    45.15
Morris CNTY Improv Auth  618027AZ9 02/18/10 08/15/21    100.000     0.000    3.8593              0.117919   0.120194   0.122514   0.124878  0.127288     43.49    45.18
Morris CNTY Improv Auth  618027BA3 02/18/10 08/15/22    100.000     0.000    3.8595              0.117924   0.120200   0.122520   0.124884  0.127294     43.49    45.18
Morris CNTY Improv Auth  618027BB1 02/18/10 08/15/23    100.000     0.000    3.8580              0.117875   0.120148   0.122466   0.124829  0.127237     43.47    45.16
Morris CNTY Improv Auth  618027BC9 02/18/10 08/15/24    100.000     0.000    3.8550              0.117775   0.120045   0.122359   0.124718  0.127122     43.43    45.12
Morris CNTY Improv Auth  618027BD7 02/18/10 08/15/25    100.000     0.000    3.8507              0.117629   0.119894   0.122202   0.124555  0.126953     43.38    45.06
Multnomah County, OR     625506HH6 12/08/99 06/01/13     36.019     0.000    7.7198   608.84     0.206471                                                30.97         
Multnomah County, OR     625506HJ2 12/08/99 06/01/14     33.298     0.000    7.7399   565.11     0.191852   0.199276   0.206988                          70.86    31.05
Multnomah County, OR     625506HK9 12/08/99 06/01/15     30.863     0.000    7.7399   523.79     0.177822   0.184704   0.191852   0.199276  0.206988     65.68    70.86
Multnomah County, OR     625506HL7 12/08/99 06/01/16     28.606     0.000    7.7399   485.49     0.164819   0.171197   0.177822   0.184704  0.191852     60.87    65.68
Multnomah County, OR     625506HN3 12/08/99 06/01/20     21.112     0.000    7.7400   358.31     0.121643   0.126351   0.131241   0.136320  0.141595     44.93    48.47
Multnomah County, OR     625506HP8 12/08/99 06/01/21     19.568     0.000    7.7400   332.10     0.112748   0.117111   0.121643   0.126351  0.131241     41.64    44.93
Multnomah County, OR     625506HQ6 12/08/99 06/01/22     18.137     0.000    7.7400   307.82     0.104503   0.108547   0.112748   0.117111  0.121643     38.60    41.64
Multnomah County, OR     625506HR4 12/08/99 06/01/23     16.811     0.000    7.7399   285.31     0.096860   0.100609   0.104502   0.108546  0.112747     35.77    38.60
Multnomah County, OR     625506HS2 12/08/99 06/01/24     15.582     0.000    7.7399   264.45     0.089777   0.093251   0.096860   0.100608  0.104502     33.16    35.77
Multnomah County, OR     625506HT0 12/08/99 06/01/25     14.442     0.000    7.7400   245.11     0.083212   0.086432   0.089777   0.093252  0.096860     30.73    33.16
Multnomah County, OR     625506HU7 12/08/99 06/01/26     13.386     0.000    7.7400   227.18     0.077127   0.080112   0.083212   0.086432  0.089777     28.49    30.73
Multnomah County, OR     625506HV5 12/08/99 06/01/27     12.407     0.000    7.7400   210.57     0.071487   0.074253   0.077127   0.080112  0.083212     26.40    28.49
Multnomah County, OR     625506HW3 12/08/99 06/01/28     11.500     0.000    7.7399   195.17     0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40
Multnomah County, OR     625506HX1 12/08/99 06/01/29     10.659     0.000    7.7399   180.90     0.061414   0.063790   0.066259   0.068823  0.071487     22.68    24.47
Multnomah County, OR     625506HY9 12/08/99 06/01/30      9.879     0.000    7.7401   167.67     0.056922   0.059125   0.061413   0.063790  0.066259     21.02    22.68
Nash Finch Company       631158AC6 03/15/05 03/15/35*    46.611    VARIES    8.0039              0.150356                                                11.13*        
Nash Finch Company       631158AD4 03/15/05 03/15/35*    46.611    VARIES    8.0039              0.150356                                                11.13*        
National Rural Utilities 637432KV6 02/06/08 12/15/23     87.915     0.000    0.8138    35.72     0.020674   0.020758   0.020843   0.020928  0.021013      7.46     7.52
National Rural Utilities 637432LB9 02/06/08 12/15/13     96.036     0.000    0.6915    33.06     0.019079   0.019145                                      6.57         
National Rural Utilities 637432LC7 02/06/08 12/15/14     93.808     0.000    0.9341    43.86     0.025469   0.025588   0.025708   0.025828                9.19     8.87
National Rural Utilities 637432LD5 02/06/08 12/15/15     93.011     0.000    0.9240    43.01     0.024969   0.025084   0.025200   0.025316  0.025433      9.01     9.10
National Rural Utilities 637432LE3 02/06/08 12/15/16     92.647     0.000    0.8640    40.00     0.023187   0.023287   0.023387   0.023488  0.023590      8.37     8.44
National Rural Utilities 637432LF0 02/06/08 12/15/17     92.124     0.000    0.8338    38.36     0.022219   0.022311   0.022404   0.022498  0.022591      8.02     8.09
National Rural Utilities 637432LG8 02/06/08 12/15/18     91.459     0.000    0.8238    37.62     0.021784   0.021874   0.021964   0.022055  0.022146      7.86     7.93
National Rural Utilities 637432LH6 02/06/08 12/15/19     90.603     0.000    0.8339    37.73     0.021853   0.021944   0.022036   0.022128  0.022220      7.89     7.95
National Rural Utilities 637432LJ2 02/06/08 12/15/20     90.083     0.000    0.8138    36.60     0.021185   0.021271   0.021358   0.021445  0.021532      7.64     7.71
National Rural Utilities 637432LK9 02/06/08 12/15/21     89.231     0.000    0.8238    36.71     0.021253   0.021341   0.021428   0.021517  0.021605      7.67     7.73
National Rural Utilities 637432LL7 02/06/08 12/15/22     88.108     0.000    0.8538    37.59     0.021782   0.021875   0.021968   0.022062  0.022156      7.86     7.93
Navistar Intl Corp.      63934EAL2 10/28/09 10/15/14     78.000     3.000    8.5279   130.17     0.129934   0.135474   0.141251   0.147274               48.63    41.20
Network Associates, Inc. 640938AA4 02/13/98 02/13/18     39.106     0.000    4.7500   395.45     0.101920   0.104340   0.106818   0.109355  0.111953     37.80    39.62
NJ Econ Dev Auth         64578JAA4 12/22/05 07/01/15     60.170     0.000    5.4048   273.48     0.131395   0.134946   0.138592   0.142338               47.94    50.57
NJ Econ Dev Auth         64578JAB2 12/22/05 07/01/16     56.811     0.000    5.4449   260.48     0.125324   0.128736   0.132241   0.135841               45.73    48.25
NJ Econ Dev Auth         64578JAC0 12/22/05 07/01/17     53.569     0.000    5.4898   248.02     0.119514   0.122794   0.126165   0.129628               43.62    46.04
NJ Econ Dev Auth         64578JAD8 12/22/05 07/01/18     50.436     0.000    5.5399   236.05     0.113940   0.117096   0.120340   0.123673               41.59    43.92
NJ Econ Dev Auth         64578JAE6 12/22/05 07/01/19     47.535     0.000    5.5748   224.14     0.108321   0.111340   0.114444   0.117634               39.54    41.77
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
NJ Econ Dev Auth         64578JAF3 09/07/07 07/01/15     62.947     0.000    6.0088   232.95     0.143950   0.148275   0.152729   0.157318               52.60    55.81
NJ Econ Dev Auth         64578JAG1 09/07/07 07/01/16     59.024     0.000    6.0689   220.95     0.136752   0.140902   0.145177   0.149583               49.98    53.06
NJ Econ Dev Auth         64578JAH9 09/07/07 07/01/17     55.019     0.000    6.1789   210.26     0.130522   0.134554   0.138711   0.142996               47.71    50.71
NJ Econ Dev Auth         64578JAJ5 09/07/07 07/01/18     51.284     0.000    6.2689   199.29     0.124008   0.127895   0.131904   0.136038               45.34    48.23
NJ Econ Dev Auth         64578JAK2 09/07/07 07/01/19     47.828     0.000    6.3391   188.26     0.117370   0.121090   0.124928   0.128887               42.92    45.69
NJ Econ Dev Auth         64578JAL0 09/07/07 07/01/20     44.269     0.000    6.4592   178.09     0.111381   0.114979   0.118692   0.122525               40.74    43.42
NJ Econ Dev Auth         64578JAM8 09/07/07 07/01/21     41.265     0.000    6.5092   167.50     0.104898   0.108312   0.111837   0.115477               38.38    40.92
NJ Econ Dev Auth         64578JAN6 09/07/07 07/01/22     38.760     0.000    6.4992   157.05     0.098329   0.101524   0.104823   0.108230               35.97    38.35
NJ Econ Dev Auth         64578JAP1 09/07/07 07/01/23     36.303     0.000    6.5092   147.36     0.092285   0.095288   0.098389   0.101592               33.76    36.00
NJ Econ Dev Auth         645913AR5 06/30/97 02/15/13     31.673     0.000    7.4942   674.44     0.200656                                                 8.83         
NJ Econ Dev Auth         645913AS3 06/30/97 02/15/14     29.262     0.000    7.5292   627.90     0.187198   0.194245   0.201558                          70.61     8.87
NJ Econ Dev Auth         645913AT1 06/30/97 02/15/15     27.085     0.000    7.5492   583.74     0.174239   0.180816   0.187641   0.194724  0.202074     65.73    70.79
NJ Econ Dev Auth         645913AU8 06/30/97 02/15/16     25.082     0.000    7.5644   542.37     0.162037   0.168166   0.174526   0.181127  0.187978     61.13    65.85
NJ Econ Dev Auth         645913AV6 06/30/97 02/15/17     23.177     0.000    7.5895   503.92     0.150776   0.156498   0.162437   0.168601  0.174999     56.90    61.30
NJ Econ Dev Auth         645913AW4 06/30/97 02/15/18     21.450     0.000    7.6043   467.88     0.140116   0.145444   0.150974   0.156714  0.162672     52.88    56.97
NJ Econ Dev Auth         645913AX2 06/30/97 02/15/19     19.886     0.000    7.6095   434.26     0.130086   0.135035   0.140173   0.145506  0.151042     49.09    52.90
NJ Econ Dev Auth         645913AY0 06/30/97 02/15/20     18.435     0.000    7.6144   403.01     0.120760   0.125358   0.130130   0.135085  0.140228     45.58    49.11
NJ Econ Dev Auth         645913AZ7 06/30/97 02/15/21     17.088     0.000    7.6194   373.97     0.112092   0.116363   0.120796   0.125398  0.130175     42.31    45.59
NJ Econ Dev Auth         645913BA1 06/30/97 02/15/22     15.838     0.000    7.6244   346.99     0.104036   0.108002   0.112120   0.116394  0.120831     39.27    42.32
NJ Econ Dev Auth         645913BB9 06/30/97 02/15/23     14.678     0.000    7.6294   321.93     0.096550   0.100233   0.104057   0.108026  0.112147     36.44    39.28
NJ Econ Dev Auth         645913BC7 06/30/97 02/15/24     13.601     0.000    7.6346   298.64     0.089594   0.093014   0.096565   0.100251  0.104078     33.82    36.45
NJ Econ Dev Auth         645913BD5 06/30/97 02/15/25     12.602     0.000    7.6397   277.01     0.083131   0.086307   0.089604   0.093026  0.096580     31.38    33.82
NJ Econ Dev Auth         645913BE3 06/30/97 02/15/26     11.676     0.000    7.6446   256.93     0.077127   0.080075   0.083135   0.086313  0.089612     29.11    31.38
New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16    100.000    VARIES    N/A                 0.559796   0.591984   0.626023   0.662019  0.700085    213.35   238.59
New Plan Excel Realty TR 64806QAA2 10/30/09 01/15/14     67.500     7.970   19.6685   219.82     0.245253   0.269372   0.295863                         101.03     4.14
New Plan Excel Realty TR 64806QAD6 10/30/09 01/15/14     67.500     7.650   19.2575   220.34     0.244717   0.268281   0.294113                         100.54     4.12
New Plan Excel Realty TR 64806QAF1 10/30/09 01/15/14     67.500     7.680   19.2960   220.29     0.244768   0.268383   0.294277                         100.59     4.12
New Plan Excel Realty TR 64806QAG9 10/30/09 01/15/14     67.500     7.680   19.2960   220.29     0.244768   0.268383   0.294277                         100.59     4.12
New Plan Excel Realty TR 64806QAK0 10/30/09 01/15/14     67.500     6.900   18.2959   221.56     0.243446   0.265716   0.290024                          99.38     4.06
New Plan Excel Realty TR 64806QAL8 10/30/09 01/15/14     67.500     6.900   18.2959   221.56     0.243446   0.265716   0.290024                          99.38     4.06
NY State Dorm Auth       649902ZR7 10/20/09 09/15/25     86.380     5.800    7.2575    16.56     0.016026   0.016607   0.017210   0.017835  0.018482      6.00     6.44
Newark, NJ               6503667S0 04/10/03 04/01/22     30.037     0.000    6.4399   256.08     0.097964   0.101119   0.104375   0.107736  0.111205     36.41    38.79
Newark, NJ               6503667T8 04/10/03 04/01/23     28.029     0.000    6.4699   240.43     0.092095   0.095074   0.098149   0.101325  0.104602     34.24    36.49
Newark, NJ               6503667U5 04/10/03 04/01/24     26.193     0.000    6.4899   225.60     0.086488   0.089294   0.092192   0.095183  0.098272     32.15    34.27
Newark, NJ               6503667V3 04/10/03 04/01/25     24.468     0.000    6.5099   211.60     0.081190   0.083832   0.086561   0.089379  0.092288     30.19    32.18
Newark, NJ               6503667W1 04/10/03 04/01/26     22.848     0.000    6.5299   198.40     0.076186   0.078673   0.081242   0.083895  0.086634     28.33    30.21
Newark, NJ               6503667X9 04/10/03 04/01/27     21.327     0.000    6.5498   185.94     0.071462   0.073803   0.076220   0.078716  0.081294     26.58    28.35
Newark, NJ               6503667Y7 04/10/03 04/01/28     19.947     0.000    6.5600   174.26     0.067004   0.069201   0.071471   0.073815  0.076237     24.92    26.58
Newark, NJ               6503667Z4 04/10/03 04/01/29     18.653     0.000    6.5700   163.29     0.062811   0.064874   0.067005   0.069206  0.071480     23.36    24.92
Newark, NJ               6503668A8 04/10/03 04/01/30     17.440     0.000    6.5799   152.98     0.058869   0.060805   0.062806   0.064872  0.067006     21.90    23.36
Newark, NJ               6503668B6 04/10/03 04/01/31     16.302     0.000    6.5900   143.29     0.055163   0.056981   0.058858   0.060798  0.062801     20.52    21.89
Newark, NJ               6503668C4 04/10/03 04/01/32     15.279     0.000    6.5899   134.29     0.051700   0.053403   0.055163   0.056981  0.058858     19.23    20.52
Newark, NJ               6503668D2 04/10/03 04/01/33     14.320     0.000    6.5899   125.86     0.048454   0.050051   0.051700   0.053404  0.055163     18.02    19.23
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Newark, NJ               650367KA2 01/29/13 07/15/16     99.221     2.000    2.2351                         0.006047   0.006110   0.006178  0.006247      2.02     2.23
Newark, NJ               650367KB0 01/29/13 07/15/17     97.756     2.000    2.5351                         0.013284   0.013440   0.013611  0.013783      4.44     4.93
Newark, NJ               650367KC8 01/29/13 07/15/18     97.007     2.340    2.9371                         0.014145   0.014338   0.014548  0.014762      4.73     5.27
Newark, NJ               650367KH7 01/29/13 04/01/17     97.893     2.000    2.5352              0.013384   0.013444   0.013614   0.013787  0.013962      4.47     4.96
Newark, NJ               650367KJ3 01/29/13 04/01/18     97.000     2.308    2.9373              0.015032   0.015110   0.015332   0.015557  0.015786      5.03     5.60
Newark, NJ               650367KK0 01/29/13 04/01/19     97.003     2.698    3.2375              0.012290   0.012360   0.012560   0.012764  0.012970      4.12     4.60
Newark, NJ               650367KL8 01/29/13 04/01/20     97.004     3.057    3.5334              0.010294   0.010358   0.010541   0.010727  0.010917      3.45     3.86
Newark, NJ               650367KM6 01/29/13 04/01/21     97.005     3.305    3.7335              0.008799   0.008855   0.009021   0.009189  0.009360      2.95     3.31
Nextera Energy, Inc.     65339F705 05/04/12 06/01/17     95.000    VARIES    2.3952              0.063427   0.063621   0.063818   0.064017  0.064218     22.88    23.02
Nextera Energy, Inc.     65339KAB6 05/04/12 06/01/17     95.000    VARIES    2.3952              0.063427   0.063621   0.063818   0.064017  0.064218     22.88    23.02
Nomura America Finance   655365AA2 12/31/13 12/31/33    100.000    VARIES    4.5378                                    0.126053   0.122610  0.119089       .13    44.75
Nomura America Finance   65539AAD2 11/24/10 11/24/15    100.000    VARIES    2.0066              0.012355   0.012479   0.012604   0.012730  0.012858      4.48     4.57
Nomura America Finance   65539AAG5 11/24/10 11/24/25    100.000    VARIES    5.5491              0.136627   0.133521   0.130328   0.127047  0.123675     48.39    46.08
Nomura America Finance   65539AAK6 01/20/11 01/20/26*    97.250    VARIES    6.0424              0.147343   0.141723                                     15.84*        
Nomura America Finance   65539AAL4 12/22/10 12/22/25    100.000    VARIES    5.9586              0.148070   0.143378   0.140969   0.138488  0.135934     52.40    50.26
Nomura America Finance   65539AAQ3 02/25/11 02/25/26     97.500    VARIES    3.8047              0.093826   0.092926   0.089484   0.088972  0.085521     33.52    32.06
Nomura America Finance   65539AAX8 06/29/11 06/29/21    100.000    VARIES    2.3554              0.014767   0.014031   0.014196   0.014364  0.014533      5.18     5.14
Novellus Systems, Inc.   670008AC5 05/10/11 05/15/41    100.000    VARIES    8.1004              0.244446   0.251393   0.258622   0.266144  0.273970     89.90    95.16
Novellus Systems, Inc.   670008AD3 05/10/11 05/15/41    100.000    VARIES    8.1004              0.244446   0.251393   0.258622   0.266144  0.273970     89.90    95.16
Omnicom Group, Inc.      681919AL0 03/06/02 07/31/32    102.250    VARIES    6.6935              0.356163   0.372738   0.377511   0.395166  0.400311    136.29   144.50
Omnicom Group, Inc.      681919AM8 03/06/02 07/31/32    102.250    VARIES    6.6935              0.356163   0.372738   0.377511   0.395166  0.400311    136.29   144.50
Omnicom Group, Inc.      681919AN6 06/10/03 06/15/33*   100.000    VARIES    N/A                 0.196964   0.201494                                     32.71*        
Omnicom Group, Inc.      681919AP1 06/10/03 06/15/33*   100.000    VARIES    N/A                 0.196964   0.201494                                     32.71*        
Omnicom Group, Inc.      681919AQ9 06/30/06 07/01/38*   100.000    VARIES    N/A                 0.324789   0.336708                                     53.94*        
Omnicom Group, Inc.      681919AR7 06/10/03 06/15/33*   100.000    VARIES    N/A                 0.196964   0.201494                                     32.71*        
Omnicom Group, Inc.      681919AT3 06/30/06 07/01/38*   100.000    VARIES    N/A                 0.324789   0.336708                                     53.94*        
Omnicom Group, Inc.      681919AU0 06/30/06 07/01/38*   100.000    VARIES    N/A                 0.324789   0.336708                                     53.94*        
Orange County, CA        68428LAX2 06/12/96 09/01/13     25.020     0.000    8.2089   697.75     0.210400   0.219036                                     52.05         
Orange County, CA        68428LAZ7 06/12/96 09/01/14     23.005     0.000    8.2290   644.34     0.194536   0.202540   0.210874   0.219550               73.43    52.17
Orange County, CA        68428LBA1 06/12/96 09/01/15     21.183     0.000    8.2391   594.61     0.179633   0.187033   0.194738   0.202760  0.211113     67.81    73.51
Orange County, CA        68428LBB9 06/12/96 09/01/16     19.464     0.000    8.2591   548.72     0.165975   0.172829   0.179966   0.187398  0.195136     62.66    67.95
Orange County, CA        68428LBV5 04/01/97 09/01/13     28.339     0.000    7.8295   666.85     0.201409   0.209294                                     49.76         
Orange County, CA        68428LBW3 01/17/97 09/01/14     26.499     0.000    7.6793   617.12     0.183471   0.190515   0.197830   0.205426               69.04    48.85
Orange County, CA        68428LBX1 04/01/97 09/01/15     24.175     0.000    7.8595   572.56     0.173243   0.180051   0.187126   0.194480  0.202123     65.26    70.49
Orange County, CA        68428LBY9 01/17/97 09/01/16     22.492     0.000    7.7493   531.91     0.158813   0.164966   0.171358   0.177998  0.184895     59.79    64.51
Orange County, CA        68428LBZ6 01/17/97 09/01/17     20.762     0.000    7.7695   493.17     0.147426   0.153153   0.159103   0.165283  0.171704     55.51    59.90
Orange County, CA        68428LCA0 01/17/97 09/01/18     19.198     0.000    7.7795   457.02     0.136703   0.142021   0.147545   0.153284  0.159247     51.47    55.55
Orange County, CA        68428LCB8 01/17/97 09/01/19     17.826     0.000    7.7696   423.43     0.126581   0.131498   0.136607   0.141914  0.147427     47.66    51.43
Orange County, CA        68428LCC6 01/17/97 09/01/20     16.480     0.000    7.7796   392.32     0.117352   0.121917   0.126659   0.131586  0.136704     44.19    47.69
Orange County, CA        68428LCD4 01/17/97 09/01/21     15.306     0.000    7.7694   363.56     0.108682   0.112904   0.117290   0.121846  0.126580     40.92    44.16
Oregon Community College 68583RAK8 04/23/03 06/30/13     59.557     0.000    5.1521   379.45     0.139522                                                24.97         
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Oregon Community College 68583RAL6 04/23/03 06/30/14     55.504     0.000    5.3320   369.20     0.136870   0.140519   0.144266                          49.94    25.82
Oregon Community College 68583RAM4 04/23/03 06/30/15     51.363     0.000    5.5419   358.77     0.134280   0.138000   0.141824   0.145754  0.149793     49.02    51.77
Oregon Community College 68583RAN2 04/23/03 06/30/16     47.583     0.000    5.7117   345.40     0.130275   0.133996   0.137823   0.141759  0.145807     47.58    50.33
Oregon Community College 68583RAP7 04/23/03 06/30/17     44.239     0.000    5.8317   329.81     0.125071   0.128717   0.132471   0.136333  0.140309     45.69    48.39
Oregon Community College 68583RAQ5 04/23/03 06/30/18     40.975     0.000    5.9616   314.27     0.119879   0.123452   0.127132   0.130922  0.134824     43.81    46.46
Oregon Community College 68583RAR3 04/23/03 06/30/19     37.976     0.000    6.0714   298.24     0.114327   0.117797   0.121373   0.125058  0.128854     41.79    44.37
Oregon Community College 68583RAS1 04/23/03 06/30/20     35.297     0.000    6.1514   281.96     0.108475   0.111811   0.115250   0.118795  0.122449     39.66    42.14
Oregon Community College 68583RAT9 04/23/03 06/30/21     32.815     0.000    6.2213   266.02     0.102664   0.105858   0.109151   0.112546  0.116047     37.54    39.91
Oregon Community College 68583RAU6 04/23/03 06/30/22     30.636     0.000    6.2613   250.45     0.096827   0.099858   0.102984   0.106208  0.109533     35.41    37.66
Oregon Community College 68583RAV4 04/23/03 06/30/23     28.748     0.000    6.2713   235.51     0.091090   0.093946   0.096892   0.099930  0.103064     33.31    35.43
Oregon Sch Brds Assoc    686053AL3 10/31/02 06/30/13     57.955     0.000    5.1793   395.35     0.140239                                                25.10         
Oregon Sch Brds Assoc    686053AM1 10/31/02 06/30/14     53.950     0.000    5.3594   384.37     0.137519   0.141204   0.144987                          50.18    25.95
Oregon Sch Brds Assoc    686053AN9 10/31/02 06/30/15     50.233     0.000    5.5093   370.76     0.133595   0.137276   0.141057   0.144943  0.148936     48.76    51.49
Oregon Sch Brds Assoc    686053AP4 10/31/02 06/30/16     46.574     0.000    5.6694   356.67     0.129496   0.133167   0.136942   0.140824  0.144816     47.29    50.01
Oregon Sch Brds Assoc    686053AQ2 10/31/02 06/30/17     43.110     0.000    5.8193   341.52     0.124872   0.128506   0.132245   0.136093  0.140052     45.62    48.31
Oregon Sch Brds Assoc    686053AR0 10/31/02 06/30/18     40.030     0.000    5.9294   324.97     0.119437   0.122978   0.126624   0.130378  0.134244     43.64    46.27
Oregon Sch Brds Assoc    686053AS8 10/31/02 06/30/19     37.212     0.000    6.0194   308.11     0.113720   0.117143   0.120668   0.124300  0.128041     41.56    44.10
Oregon Sch Brds Assoc    686053AT6 10/31/02 06/30/20     34.591     0.000    6.0995   291.43     0.107966   0.111259   0.114652   0.118149  0.121752     39.47    41.91
Oregon Sch Brds Assoc    686053CC1 04/21/03 06/30/13     59.557     0.000    5.1493   379.47     0.139446                                                24.96         
Oregon Sch Brds Assoc    686053CD9 04/21/03 06/30/14     55.504     0.000    5.3293   369.23     0.136807   0.140452   0.144195                          49.91    25.81
Oregon Sch Brds Assoc    686053CE7 04/21/03 06/30/15     51.363     0.000    5.5394   358.82     0.134226   0.137943   0.141764   0.145690  0.149726     49.00    51.75
Oregon Sch Brds Assoc    686053CF4 04/21/03 06/30/16     47.583     0.000    5.7092   345.47     0.130230   0.133948   0.137772   0.141705  0.145750     47.56    50.31
Oregon Sch Brds Assoc    686053CG2 04/21/03 06/30/17     44.239     0.000    5.8294   329.89     0.125033   0.128678   0.132428   0.136288  0.140261     45.68    48.38
Oregon Sch Brds Assoc    686053CH0 04/21/03 06/30/18     40.975     0.000    5.9593   314.36     0.119848   0.123419   0.127097   0.130884  0.134784     43.80    46.44
Oregon Sch Brds Assoc    686053CJ6 04/21/03 06/30/19     37.976     0.000    6.0693   298.33     0.114302   0.117771   0.121345   0.125027  0.128821     41.78    44.35
Oregon Sch Brds Assoc    686053CK3 04/21/03 06/30/20     35.297     0.000    6.1494   282.06     0.108455   0.111790   0.115227   0.118770  0.122422     39.65    42.13
Oregon Sch Brds Assoc    686053CL1 04/21/03 06/30/21     32.815     0.000    6.2193   266.12     0.102649   0.105841   0.109132   0.112526  0.116025     37.53    39.91
Oregon Sch Brds Assoc    686053CM9 04/21/03 06/30/22     30.636     0.000    6.2594   250.54     0.096815   0.099845   0.102970   0.106192  0.109516     35.40    37.66
Oregon Sch Brds Assoc    686053CN7 04/21/03 06/30/23     28.748     0.000    6.2695   235.60     0.091081   0.093936   0.096880   0.099917  0.103050     33.31    35.43
Paterson, NJ             7031302A1 04/11/03 04/01/15     51.501     0.000    5.6199   367.83     0.135910   0.139729   0.143655   0.147692  0.151842     50.31    53.18
Paterson, NJ             7031302B9 04/11/03 04/01/16     47.811     0.000    5.7699   353.19     0.131342   0.135131   0.139030   0.143041  0.147167     48.66    51.51
Paterson, NJ             7031302C7 04/11/03 04/01/17     44.317     0.000    5.9099   337.64     0.126314   0.130047   0.133890   0.137846  0.141919     46.83    49.64
Paterson, NJ             7031303Z5 03/30/12 03/15/18     98.496     3.625    3.9103     1.72     0.006407   0.006532   0.006660   0.006790  0.006923      2.36     2.45
Paterson, NJ             703130Z80 04/11/03 04/01/13     59.701     0.000    5.2398   390.22     0.141836                                                12.77         
Paterson, NJ             703130Z98 04/11/03 04/01/14     55.492     0.000    5.4399   380.27     0.139421   0.143214   0.147109                          51.57    13.24
Penn Virginia Corp.      707882AB2 06/15/09 06/15/16*    97.003    10.375   11.0000    12.40     0.011936                                                 1.54*        
Peoria CNTY,SD #325, IL  713165FD5 09/04/13 12/01/14    104.511     0.000    1.5711                         0.045610   0.045784   0.046143                5.34    15.17
Peoria CNTY,SD #325, IL  713165FE3 09/04/13 12/01/15    107.702    VARIES    1.7325                         0.051832   0.052049   0.052500  0.049796      6.07    18.75
Peoria CNTY SD #325, IL  713165FF0 09/04/13 12/01/16    109.532    VARIES    2.1847                         0.066473   0.066824   0.067554  0.064309      7.79    24.11
Peoria CNTY SD #325, IL  713165FG8 09/04/13 12/01/17    110.617    VARIES    2.5859                         0.079457   0.079954   0.080987  0.077321      9.31    28.89
Peoria CNTY SD #325, IL  713165FH6 09/04/13 12/01/18    111.133    VARIES    2.9367                         0.090659   0.091302   0.092643  0.088650     10.63    33.03
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Peoria CNTY SD #325, IL  713165FJ2 09/04/13 12/01/19    110.068    VARIES    3.4365                         0.105069   0.105942   0.107762  0.103350     12.32    38.39
Peoria CNTY SD #325, IL  713165FK9 09/04/13 12/01/20    108.812    VARIES    3.8364                         0.115959   0.117034   0.119279  0.114574     13.60    42.46
Peoria CNTY SD #325, IL  713165FL7 09/04/13 12/01/21    107.288    VARIES    4.1864                         0.124767   0.126029   0.128667  0.123729     14.64    45.78
Peoria County, IL        713168AU6 10/05/11 12/01/13    104.730    VARIES    2.7264              0.077422   0.076584                                     25.40         
Peoria County, IL        713168AV4 10/05/11 12/01/14    105.259    VARIES    3.2307              0.092795   0.092051   0.091294   0.090525               33.23    29.99
Peoria County, IL        713168AW2 10/05/11 12/01/15    105.584    VARIES    3.7319              0.107946   0.107265   0.106571   0.105864  0.105144     38.70    38.20
Peoria County, IL        713168AX0 10/05/11 12/01/16    105.823    VARIES    3.9840              0.115802   0.115204   0.114594   0.113972  0.113337     41.54    41.10
Peoria County, IL        713168AY8 10/05/11 12/01/17    106.762    VARIES    4.2347              0.124276   0.123673   0.123057   0.122427  0.121785     44.59    44.15
Peoria County, IL        713168AZ5 10/05/11 12/01/18    106.114    VARIES    4.4856              0.131185   0.130701   0.130206   0.129699  0.129182     47.11    46.75
Peoria County, IL        713168BA9 10/05/11 12/01/19    106.753    VARIES    4.7356              0.139417   0.138937   0.138444   0.137941  0.137425     50.07    49.72
Peoria County, IL        713168BB7 10/05/11 12/01/20    105.512    VARIES    4.9860              0.145411   0.145054   0.144688   0.144314  0.143929     52.26    52.00
Peoria County, IL        71319RBR7 05/10/12 12/01/13    104.335     0.000    0.9804              0.028571   0.028711                                      9.45         
Peoria County, IL        71319RBT3 11/13/12 12/01/13    103.258     0.000    0.9889              0.028381   0.028521                                      9.39         
Peoria County, IL        71319RBV8 05/09/13 12/01/14    104.492     0.000    0.8338              0.024202   0.024215   0.024316   0.024417                5.62     8.04
Petro Stopping Centers   71646DAJ1 02/09/04 04/30/14     93.312     5.000    N/A                 0.180735   0.177708   0.174525                          64.14    20.77
Petro Stopping Centers   71646DAK8 02/09/04 04/30/14    100.000     5.000    N/A                 0.180735   0.177708   0.174525                          64.14    20.77
Philadelphia Authority   71781LAP4 02/03/99 04/15/24     19.046     0.000    6.6895   285.37     0.087188   0.090105   0.093118   0.096233  0.099452     32.36    34.56
Philadelphia Authority   71781LAR0 02/03/99 04/15/13     40.766     0.000    6.4191   574.37     0.172766                                                17.97         
Philadelphia Authority   71781LAS8 02/03/99 04/15/14     37.933     0.000    6.4792   541.88     0.163562   0.168860   0.174331                          60.65    18.13
Philadelphia Authority   71781LAT6 02/03/99 04/15/15     35.256     0.000    6.5392   510.60     0.154655   0.159711   0.164933   0.170326  0.175895     57.37    61.18
Philadelphia Authority   71781LAU3 02/03/99 04/15/16     32.784     0.000    6.5893   480.24     0.145880   0.150686   0.155651   0.160779  0.166076     54.12    57.75
Philadelphia Authority   71781LAV1 02/03/99 04/15/17     30.618     0.000    6.6093   450.54     0.137018   0.141546   0.146223   0.151056  0.156047     50.84    54.26
Philadelphia Authority   71781LAW9 02/03/99 04/15/18     28.637     0.000    6.6193   422.35     0.128518   0.132771   0.137166   0.141705  0.146395     47.69    50.90
Philadelphia Authority   71781LAX7 02/03/99 04/15/19     26.727     0.000    6.6393   395.96     0.120627   0.124631   0.128768   0.133043  0.137460     44.77    47.79
Philadelphia Authority   71781LAY5 02/03/99 04/15/20     24.985     0.000    6.6494   371.00     0.113089   0.116849   0.120734   0.124748  0.128896     41.97    44.81
Philadelphia Authority   71781LAZ2 02/03/99 04/15/21     23.403     0.000    6.6494   347.51     0.105928   0.109450   0.113089   0.116849  0.120734     39.31    41.97
Philadelphia Authority   71781LBA6 02/03/99 04/15/22     21.872     0.000    6.6594   325.51     0.099279   0.102584   0.106000   0.109530  0.113177     36.85    39.34
Philadelphia Authority   71781LBB4 02/03/99 04/15/23     20.437     0.000    6.6695   304.84     0.093029   0.096131   0.099337   0.102649  0.106072     34.53    36.87
Philadelphia Authority   71781LBC2 02/03/99 04/15/25     17.878     0.000    6.6796   267.28     0.081613   0.084338   0.087155   0.090066  0.093074     30.29    32.35
Philadelphia Authority   71781LBD0 02/03/99 04/15/26     16.697     0.000    6.6896   250.18     0.076437   0.078994   0.081636   0.084367  0.087189     28.37    30.30
Pike & Calhoun CNTYS, IL 721068BF0 08/08/13 12/01/23    111.543    VARIES    4.2340                         0.131189   0.132933   0.135747  0.129606     18.81    48.26
Pike & Calhoun CNTYS, IL 721068BG8 08/08/13 12/01/24    110.329    VARIES    4.3835                         0.134343   0.136192   0.139177  0.132892     19.27    49.47
Pike & Calhoun CNTYS, IL 721068BH6 08/08/13 12/01/25    109.132    VARIES    4.5327                         0.137408   0.139363   0.142521  0.136098     19.71    50.64
Pike & Calhoun CNTYS, IL 721068BJ2 08/08/13 12/01/26    108.343    VARIES    4.6321                         0.139406   0.141433   0.144709  0.138196     20.00    51.41
Pike & Calhoun CNTYS, IL 721068BK9 08/08/13 12/01/27    106.399    VARIES    4.8808                         0.144256   0.146466   0.150040  0.143308     20.69    53.28
Pike & Calhoun CNTYS, IL 721068BL7 08/08/13 12/01/28    106.016    VARIES    4.9305                         0.145199   0.147446   0.151081  0.144305     20.83    53.64
Pike & Calhoun CNTYS, IL 721068BM5 08/08/13 12/01/29    104.498    VARIES    5.1294                         0.148894   0.151292   0.155172  0.148228     21.36    55.07
Pioneer Drilling Company 723655AA4 03/11/10 03/15/18     95.750     9.875   10.6775    11.09     0.012581   0.013253   0.013960   0.014706  0.015491      4.80     5.32
Pioneer Drilling Company 723655AB2 03/11/10 03/15/18     95.750     9.875   10.6775    11.09     0.012581   0.013253   0.013960   0.014706  0.015491      4.80     5.32
Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16*    92.373    10.000   11.6241    34.28     0.030379   0.032144                                      2.50*        
Platinum Energy Solution 727663AA4 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Platinum Energy Solution 727663AB2 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution 727663AC0 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution 727663AD8 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution 727663AE6 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution 727663AF3 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution 727663AG1 09/01/11 03/01/15     95.000    14.250   16.1765    15.98     0.036273   0.039207   0.042378   0.045805  0.049510     14.32    16.73
Platinum Energy Solution 727663AH9 09/01/11 03/01/15     95.000    14.250   16.1765    15.98     0.036273   0.039207   0.042378   0.045805  0.049510     14.32    16.73
Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25    100.000    VARIES    7.7502              0.316374   0.325049   0.334061   0.343421  0.353092    117.33   123.96
Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25    100.000    VARIES    7.7502              0.316374   0.325049   0.334061   0.343421  0.353092    117.33   123.96
Ply Gem Industries, Inc. 729416AR8 02/16/12 02/15/18     85.000     8.250   11.8108    16.05     0.052621   0.055728   0.059019   0.062504  0.066196     20.37    22.85
Ply Gem Industries, Inc. 729416AS6 02/16/12 02/15/18     85.000     8.250   11.8108    16.05     0.052621   0.055728   0.059019   0.062504  0.066196     20.37    22.85
Ply Gem Industries, Inc. 729416AT4 02/16/12 02/15/18     85.000     8.250   11.8108    16.05     0.052621   0.055728   0.059019   0.062504  0.066196     20.37    22.85
Pope & Talbot, Inc.      732827AC4 07/30/02 06/01/13     86.415     8.375   10.5037   127.42     0.056182                                                 8.43         
Pope & Talbot, Inc.      732827AD2 07/30/02 06/01/13     86.415     8.375   10.5037   127.42     0.056182                                                 8.43         
Presidio ISD             741020DX6 05/14/98 02/15/13     35.472     0.000    7.1490   636.84     0.191732                                                 8.44         
Presidio ISD             741020DY4 05/14/98 02/15/14     33.066     0.000    7.1490   593.64     0.178725   0.185114   0.191731                          67.26     8.44
Presidio ISD             741020DZ1 05/14/98 02/15/15     30.822     0.000    7.1492   553.38     0.166606   0.172562   0.178730   0.185119  0.191736     62.70    67.26
Presidio ISD             741020EA5 05/14/98 02/15/16     28.486     0.000    7.1992   517.09     0.156127   0.161747   0.167569   0.173601  0.179850     58.77    63.08
Presidio ISD             741020EB3 05/14/98 02/15/17     26.541     0.000    7.1992   481.78     0.145465   0.150702   0.156126   0.161746  0.167569     54.76    58.77
Presidio ISD             741020EC1 05/14/98 02/15/18     24.728     0.000    7.1993   448.88     0.135534   0.140413   0.145467   0.150704  0.156129     51.02    54.76
Presidio ISD             741020ED9 05/14/98 02/15/19     22.810     0.000    7.2493   418.61     0.126758   0.131352   0.136113   0.141047  0.146159     47.73    51.26
Presidio ISD             741020EE7 05/14/98 02/15/20     21.242     0.000    7.2493   389.84     0.118045   0.122324   0.126758   0.131353  0.136114     44.45    47.73
Presidio ISD             741020EF4 05/14/98 02/15/21     19.782     0.000    7.2493   363.05     0.109932   0.113916   0.118045   0.122324  0.126758     41.40    44.45
Presidio ISD             741020EG2 05/14/98 02/15/22     18.422     0.000    7.2494   338.09     0.102376   0.106087   0.109932   0.113917  0.118046     38.55    41.40
Pride International Inc. 741932AE7 01/16/01 01/16/21     60.841     0.000    2.5000   210.49     0.056225   0.056927   0.057639   0.058359  0.059089     20.60    21.12
Providian Financial Corp 74406AAD4 03/19/04 03/15/16    100.000    VARIES    9.4998              0.488849   0.508367   0.528738   0.549997  0.572182    183.73   198.78
QBE Funding Trust II     747271AA2 09/10/02 04/15/22     55.100     0.000    3.0644   202.92     0.063765   0.064742   0.065734   0.066741  0.067764     23.28    24.00
QBE Funding Trust        74729CAA6 04/15/02 04/15/22     59.358     0.000    2.6249   191.30     0.056915   0.057662   0.058419   0.059186  0.059963     20.74    21.29
QBE Funding Trust III    74729LAA6 09/24/04 09/24/24     67.165     0.000    2.0000   120.16     0.043754   0.044192   0.044634   0.045080  0.045531     15.92    16.24
Quebecor Media, Inc.     74819RAH9 10/05/07 03/15/16     93.750     7.750    8.8148    33.34     0.021871   0.022835   0.023841   0.024892  0.025989      8.26     9.00
Quicksilver Resources    74837RAA2 11/01/04 11/01/24     98.500    VARIES    6.7504              0.277622   0.284936   0.292496   0.300311  0.308357    102.15   107.66
Quicksilver Resources    74837RAB0 11/01/04 11/01/24     98.500    VARIES    6.7504              0.277622   0.284936   0.292496   0.300311  0.308357    102.15   107.66
Quicksilver Resources    74837RAF1 06/25/09 01/01/16     96.717    11.750   12.5012    14.50     0.014505   0.015412   0.016375   0.017399                5.38     6.08
Randolph & Perry CNTYS   752368AV2 05/16/13 12/01/15    105.106    VARIES    1.7287              0.050473   0.050509   0.050946   0.051386  0.048979     11.38    18.36
Randolph & Perry CNTYS   752368AW0 05/16/13 12/01/16    106.110    VARIES    1.9823              0.058430   0.058478   0.059058   0.059643  0.056965     13.17    21.30
Randolph & Perry CNTYS   752368AX8 05/16/13 12/01/17    106.596    VARIES    2.2344              0.066163   0.066224   0.066964   0.067712  0.064784     14.92    24.18
Randolph & Perry CNTYS   752368AY6 05/16/13 12/01/18    106.586    VARIES    2.4855              0.073589   0.073665   0.074581   0.075507  0.072347     16.60    26.95
Randolph & Perry CNTYS   752368AZ3 05/16/13 12/01/19    107.293    VARIES    2.7850              0.083004   0.083100   0.084257   0.085430  0.081721     18.73    30.47
Randolph & Perry CNTYS   752368BA7 05/16/13 12/01/20    107.856    VARIES    3.0845              0.092412   0.092531   0.093958   0.095407  0.091113     20.86    34.00
Randolph & Perry CNTYS   752368BB5 05/16/13 12/01/21    108.667    VARIES    3.3340              0.100638   0.100778   0.102458   0.104166  0.099304     22.72    37.10
Randolph & Perry CNTYS   752368BC3 05/16/13 12/01/22    107.818    VARIES    3.5343              0.105853   0.106009   0.107882   0.109788  0.104733     23.91    39.09
Randolph County, IL      752535DK7 01/30/13 12/01/17     89.744     0.000    2.2497              0.056079   0.056509   0.057145   0.057788  0.058438     18.67    20.73
Randolph County, IL      752535DL5 01/30/13 12/01/18     85.511     0.000    2.6997              0.064126   0.064709   0.065582   0.066468  0.067365     21.37    23.82
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Randolph County, IL      752535DM3 01/30/13 12/01/19     81.034     0.000    3.0997              0.069770   0.070500   0.071593   0.072702  0.073829     23.28    26.04
Randolph County, IL      752535DN1 01/30/13 12/01/20     76.487     0.000    3.4496              0.073288   0.074143   0.075422   0.076723  0.078047     24.48    27.46
Randolph County, IL      752535DP6 01/30/13 12/01/21     72.328     0.000    3.6996              0.074330   0.075255   0.076647   0.078065  0.079509     24.84    27.93
Randolph County, IL      752535DQ4 01/30/13 12/01/22     68.391     0.000    3.8997              0.074083   0.075056   0.076519   0.078011  0.079532     24.77    27.91
Range Resources Corp.    75281AAK5 05/14/09 05/15/19     95.067     8.000    8.7501    13.28     0.011942   0.012465   0.013010   0.013579  0.014173      4.44     4.84
Readers Digest Assn,Inc. 755267AJ0 02/11/10 02/15/17     97.340     9.500   10.0374     8.82     0.009609   0.010091   0.010597   0.011129  0.011688      3.68     4.06
Regal Beloit Corporation 758750AA1 04/05/04 03/15/24    100.000    VARIES    8.7503              0.417156   0.431600   0.446676   0.462329  0.478666    155.91   167.01
Regal Beloit Corporation 758750AB9 04/05/04 03/15/24    100.000    VARIES    8.7503              0.417156   0.431600   0.446676   0.462329  0.478666    155.91   167.01
Reliant Energy, Inc.     75952J207 09/21/99 09/15/29    100.000     2.000    9.8183              0.809407   0.846415   0.885240   0.925971  0.968701    306.09   334.86
Richland CNTYS SD#529,IL 763536DY2 08/04/10 12/01/13    102.554    VARIES    2.6844              0.075165   0.074869                                     24.75         
Rock Island County, IL   772453CG9 11/08/11 12/01/13    105.109    VARIES    2.1356              0.060790   0.060060                                     19.93         
Rock Island County, IL   772453CH7 11/08/11 12/01/14    106.992    VARIES    2.3888              0.069400   0.068653   0.067897   0.067132               24.80    22.27
Rock Island County, IL   772453CJ3 11/08/11 12/01/15    107.914    VARIES    2.7899              0.082062   0.081328   0.080583   0.079828  0.079062     29.37    28.83
Roper Industries, Inc.   776696AA4 12/29/03 01/15/34     39.502     1.482    7.0003              0.116414   0.120350   0.124424   0.128641  0.133005     43.95    46.98
Rosemont, IL             777543TC3 12/15/11 12/01/13     99.518     1.250    1.5003     2.55     0.006850   0.006901                                      2.27         
Rosemont, IL             777543TE9 12/15/11 12/01/15     99.115     2.125    2.3603     2.26     0.006093   0.006165   0.006237   0.006311  0.006385      2.21     2.26
Rotech Healthcare, Inc.  778669AC5 10/06/10 10/15/15     97.189    10.750   11.5019    10.61     0.014935   0.015794   0.016702   0.017663  0.018678      5.67     6.34
Rotech Healthcare, Inc.  778669AD3 10/06/10 10/15/15     97.189    10.750   11.5019    10.61     0.014935   0.015794   0.016702   0.017663  0.018678      5.67     6.34
Rotech Healthcare, Inc.  778669AE1 10/06/10 10/15/15     97.189    10.750   11.5019    10.61     0.014935   0.015794   0.016702   0.017663  0.018678      5.67     6.34
Rotech Healthcare, Inc.  778669AF8 03/17/11 03/15/18     98.197    10.500   10.8747     3.43     0.005814   0.006130   0.006464   0.006815  0.007186      2.22     2.47
Rotech Healthcare, Inc.  778669AG6 03/17/11 03/15/18     98.197    10.500   10.8747     3.43     0.005814   0.006130   0.006464   0.006815  0.007186      2.22     2.47
Rotech Healthcare, Inc.  778669AH4 03/17/11 03/15/18     98.197    10.500   10.8747     3.43     0.005814   0.006130   0.006464   0.006815  0.007186      2.22     2.47
Royal Bank of Canada     78008E3H8 03/31/08 03/28/13    100.000     0.000    4.2547              0.142807                                                12.42         
Royal Bank of Canada     78008E3L9 02/29/08 02/28/14    100.000     0.000    4.7399              0.161668   0.162801   0.169422                          60.17     9.83
Royal Bank of Canada     78008E7D3 04/30/08 04/30/13    100.000     0.000    4.4900              0.152308                                                18.12         
Royal Bank of Canada     78008EBW6 10/31/06 10/31/13    100.000     0.000    5.2200              0.197535   0.202691                                     59.99         
Royal Bank of Canada     78008ECH8 11/27/06 11/29/13    100.000     0.000    5.0359              0.188580   0.193328                                     62.71         
Royal Bank of Canada     78008EH59 12/31/07 12/31/13    100.000     0.000    4.7699              0.167716   0.171716                                     60.93         
Royal Bank of Canada     78008ER58 01/31/08 01/31/14    100.000     0.000    4.6199              0.157617   0.161257   0.164983                          58.51     4.78
Royal Bank of Canada     78008G3K6 06/30/09 06/30/14    100.000     0.000    3.9699              0.126544   0.129056   0.131618                          46.01    23.56
Royal Bank of Canada     78008G5L2 06/26/09 12/26/14    100.000    VARIES    3.9701              0.110351   0.110135   0.109964   0.110071               39.69    39.06
Royal Bank of Canada     78008G5R9 08/12/09 08/12/16    100.000    VARIES    4.2505              0.122744   0.123582   0.124437   0.123431  0.122404     44.57    44.33
Royal Bank of Canada     78008G5S7 07/20/09 04/20/15    100.000    VARIES    4.0008              0.114082   0.113057   0.112288   0.111689  0.111281     40.76    40.24
Royal Bank of Canada     78008GEN8 06/30/08 06/30/14    100.000     0.000    4.8299              0.166309   0.170326   0.174439                          60.60    31.22
Royal Bank of Canada     78008GH39 03/31/09 03/31/15    100.000     0.000    5.2300              0.174052   0.178603   0.183274   0.188066  0.192984     64.32    67.72
Royal Bank of Canada     78008GH47 03/31/09 03/31/14    100.000     0.000    5.0300              0.166257   0.170438   0.174724                          61.38    15.55
Royal Bank of Canada     78008GHD7 07/31/08 01/31/13    100.000     0.000    4.3700              0.144303                                                 4.18         
Royal Bank of Canada     78008GLE0 07/29/08 01/29/14    100.000     0.000    4.7199              0.158009   0.161738   0.165555                          58.70     4.64
Royal Bank of Canada     78008GPA4 09/30/08 09/30/13    100.000     0.000    3.6499              0.117173   0.119311                                     31.90         
Royal Bank of Canada     78008GSC7 10/31/08 10/31/13    100.000     0.000    3.3799              0.107359   0.109174                                     32.43         
Royal Bank of Canada     78008HHA1 09/30/09 09/30/14    100.000     0.000    3.0100              0.091451   0.092828   0.094225   0.095643               33.42    25.60
Royal Bank of Canada     78008HLM0 10/30/09 10/30/14    100.000     0.000    3.1599              0.096435   0.097958   0.099506   0.101078               35.18    30.04
Royal Bank of Canada     78008HNN6 11/30/09 11/28/14    100.000     0.000    2.8231              0.085288   0.086492   0.087712   0.088951               31.00    28.90
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008HQQ6 11/25/09 11/25/14    100.000     0.000    2.9000              0.087823   0.089097   0.090389   0.091699               31.94    29.52
Royal Bank of Canada     78008HRB8 12/31/09 06/30/15    100.000     0.000    3.3099              0.101461   0.103140   0.104847   0.106582  0.108346     36.83    38.06
Royal Bank of Canada     78008HUA6 01/28/10 01/28/20    100.000    VARIES    4.5517              0.131571   0.132669   0.133791   0.134940  0.136114     47.90    48.73
Royal Bank of Canada     78008HWF3 02/16/10 02/16/17    100.000    VARIES    3.8707              0.112050   0.113009   0.112368   0.111715  0.111049     40.55    40.16
Royal Bank of Canada     78008HZE3 03/31/10 03/31/14    100.000     0.000    2.7599              0.082105   0.083238   0.084386                          29.97     7.51
Royal Bank of Canada     78008K3K7 04/20/11 04/20/16    100.000     0.000    2.7665              0.080081   0.081188   0.082311   0.083450  0.084604     29.19    30.00
Royal Bank of Canada     78008KDT7 07/15/10 07/16/15    100.000     0.000    2.3886              0.069583   0.070414   0.071255   0.072106  0.072967     25.48    26.09
Royal Bank of Canada     78008KN33 03/31/11 03/31/21    100.000    VARIES    4.1702              0.117147   0.117082   0.117016   0.116949  0.116880     42.15    42.10
Royal Bank of Canada     78008KPH0 10/29/10 10/30/15    100.000     0.000    1.8491              0.053294   0.053787   0.054284   0.054786  0.055293     19.33    19.69
Royal Bank of Canada     78008KRQ8 11/30/10 11/30/15    100.000     0.000    2.1099              0.061124   0.061769   0.062420   0.063079  0.063744     22.16    22.63
Royal Bank of Canada     78008KYV9 01/27/11 01/27/31    100.000    VARIES    4.9792              0.132772   0.132865   0.132960   0.133058  0.133158     47.84    47.91
Royal Bank of Canada     78008SJY3 11/05/12 11/04/19    100.000     0.000    0.6002              0.016673   0.016723   0.016773   0.016824  0.016874      6.02     6.05
Royal Bank of Canada     78008SMC7 11/05/12 11/04/19    100.000     0.000    0.6002              0.016673   0.016723   0.016773   0.016824  0.016874      6.02     6.05
Royal Bank of Canada     78008SVM5 02/04/13 02/04/20    100.000     0.000    2.2564                         0.062681   0.063388   0.064103  0.064826     20.60    23.16
Royal Bank of Canada     78008SYV2 03/05/13 03/04/20    100.000     0.000    2.1588                         0.059968   0.060612   0.061266  0.061928     17.83    22.09
Royal Bank of Canada     78008TLZ5 08/18/11 08/18/31    100.000    VARIES    4.0299              0.107455   0.107535   0.107616   0.107699  0.107784     38.72    38.78
Royal Bank of Canada     78008TR89 02/17/12 02/17/33    100.000     3.570    3.5699              0.099167   0.099167   0.099167   0.099167  0.099167     35.70    35.70
Royal Bank of Scotland   78009KAA0 07/16/03 01/16/14    100.000     0.000    4.1274              0.165600   0.169017   0.172505                          61.37     2.59
Royal Bank of Scotland   78009KAB8 01/13/05 01/13/20    100.000    VARIES    4.7500              0.131062   0.131410   0.131766   0.132158  0.132560     47.36    47.64
Royal Bank of Scotland   78009KEF5 03/31/10 03/31/14    100.000     0.000    2.6710              0.079283   0.080342   0.081415                          28.93     7.25
Royal Bank of Scotland   78009KFP2 04/30/10 04/30/14    100.000     0.000    2.6792              0.079543   0.080608   0.081688                          28.96     9.72
Royal Bank of Scotland   78009KLF7 08/11/10 08/11/20    100.000    VARIES    4.9855              0.140602   0.141164   0.141740   0.141811  0.141883     50.88    51.06
Royal Bank of Scotland   78009KMB5 08/19/10 08/19/17    100.000    VARIES    2.6315              0.019294   0.019548   0.019805   0.020065  0.020329      7.06     7.25
Royal Bank of Scotland   78009KME9 09/16/10 09/16/20    100.000    VARIES    3.6714              0.021285   0.020324   0.019346   0.019701  0.020063      7.29     7.10
Royal Bank of Scotland   78009KMF6 09/20/10 09/20/17    100.000    VARIES    2.5212              0.017921   0.018147   0.018375   0.018607  0.018841      6.54     6.70
Royal Bank of Scotland   78009KMG4 09/30/10 09/28/18    100.000    VARIES    N/A                 0.016214   0.016342   0.016653   0.016785  0.017105      5.98     6.14
Royal Bank of Scotland   78009KMV1 10/29/10 10/29/20    100.000    VARIES    2.4406              0.010080   0.010203   0.010328   0.010454  0.010581      3.67     3.76
Royal Bank of Scotland   78009KNB4 10/27/10 10/27/17    100.000    VARIES    2.4218              0.021768   0.022031   0.022298   0.022568  0.022841      7.92     8.11
Royal Bank of Scotland   78009KNQ1 11/16/10 11/16/30    100.000    VARIES    5.5208              0.146609   0.146720   0.146835   0.146954  0.147075     52.81    52.89
Royal Bank of Scotland   78009KNR9 11/16/10 11/16/20    100.000    VARIES    4.5134              0.126704   0.127056   0.127416   0.127784  0.128160     45.71    45.97
Royal Bank of Scotland   78009KPH9 12/13/10 12/13/28    100.000    VARIES    5.3208              0.136483   0.136712   0.136947   0.137188  0.137435     49.18    49.35
Royal Bank of Scotland   78009KPR7 12/30/10 12/30/30    100.000    VARIES    5.7103              0.150369   0.150503   0.150641   0.150783  0.150929     54.16    54.26
Royal Bank of Scotland   78009KQW5 02/25/11 02/25/31    100.000    VARIES    5.4493              0.141475   0.141634   0.141796   0.141963  0.142135     51.00    51.12
Royal Bank of Scotland   78009KRJ3 03/15/11 03/15/21    100.000    VARIES    5.5246              0.152756   0.152789   0.152823   0.152858  0.152894     55.01    55.03
Royal Bank of Scotland   78009KRL8 03/15/11 03/15/16    100.000    VARIES    4.1566              0.115624   0.115602   0.115580   0.115558  0.115534     41.62    41.60
Royal Bank of Scotland   78009KRY0 03/31/11 03/31/18    100.000    VARIES    4.3799              0.120959   0.121016   0.121075   0.121135  0.121196     43.57    43.61
Royal Bank of Scotland   78009KSD5 04/12/11 04/12/26*   100.000    VARIES    4.8417              0.127651                                                12.89*        
Royal Bank of Scotland   78009PAF8 04/29/11 04/29/16    100.000     0.000    3.8637              0.113669   0.115865   0.118103   0.120385  0.122711     41.59    43.21
Royal Bank of Scotland   78009PAG6 05/16/11 08/16/16    100.000     0.000    3.5178              0.102077   0.103872   0.105699   0.107558  0.109450     37.56    38.89
Royal Bank of Scotland   78009PAL5 05/31/11 11/30/16    100.000     0.000    3.6087              0.105766   0.107675   0.109618   0.111595  0.113609     38.54    39.94
Royal Bank of Scotland   78009PAM3 05/25/11 05/25/21    100.000    VARIES    4.4728              0.125148   0.125462   0.125464   0.125467  0.125560     45.12    45.17
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Scotland   78009PAN1 06/15/11 12/15/16    100.000     0.000    3.5863              0.105076   0.106961   0.108878   0.110831  0.112818     38.23    39.61
Royal Bank of Scotland   78009PAP6 06/14/11 06/14/21    100.000    VARIES    2.5504              0.014399   0.013619   0.013793   0.013969  0.014147      5.03     5.00
Royal Bank of Scotland   78009PAX9 07/29/11 07/29/16    100.000     0.000    3.8218              0.110258   0.112365   0.114512   0.116701  0.118931     40.72    42.29
Royal Bank of Scotland   78009PBD2 07/21/11 07/21/21    100.000    VARIES    2.8321              0.020820   0.019648   0.018459   0.018720  0.018986      6.91     6.78
Royal Bank of Scotland   78009PBG5 08/31/11 02/28/17    100.000     0.000    4.0027              0.115044   0.115433   0.119695   0.120100  0.124534     42.63    44.36
Royal Bank of Scotland   78009PBK6 08/26/11 08/26/31    100.000    VARIES    4.7434              0.122088   0.121035   0.119957   0.118853  0.117723     43.50    42.71
Royal Bank of Scotland   78009PBM2 08/31/11 03/01/16    100.000     0.000    3.5003              0.100676   0.102438   0.104230   0.106055  0.107911     36.99    38.29
Royal Bank of Scotland   78009PBR1 09/30/11 03/30/17    100.000     0.000    3.8461              0.110987   0.113121   0.115297   0.117514  0.119774     40.73    42.31
Royal Bank of Scotland   78009PBV2 09/30/11 09/30/16    100.000    VARIES    2.7074              0.008417   0.008531   0.008647   0.008764  0.008883      3.07     3.16
Royal Bank of Scotland   78009PCD1 12/06/11 06/07/17    100.000     0.000    5.2976              0.155078   0.159186   0.163402   0.167731  0.172174     56.77    59.81
Royal Bank of Scotland   78009PCG4 12/30/11 07/03/17    100.000     0.000    5.2550              0.149876   0.153814   0.157855   0.162003  0.166260     56.08    59.07
Royal Bank of Canada     78009Q489 09/26/13 09/26/22    100.000     0.000    3.5770                                    0.099362   0.101139  0.102947      9.44    36.43
Royal Bank of Scotland   78011PAA5 11/30/11 11/30/26    100.000    VARIES    5.2303              0.142684   0.141330   0.139941   0.140074  0.140210     51.04    50.41
Royal Caribbean Cruises  780153AT9 07/06/09 07/15/15     97.399    11.875   12.5022    12.72     0.012109   0.012866   0.013671   0.014525  0.015433      4.75     5.37
SG Structured Prods,Inc. 78423A2D3 07/29/11 07/29/31    100.000    VARIES    3.8135              0.092366   0.089888   0.087363   0.084790  0.082168     32.05    30.20
SG Structured Prods,Inc. 78423A2E1 07/29/11 07/29/31    100.000    VARIES    3.8227              0.096349   0.091289   0.086131   0.085177  0.084204     32.22    30.54
SG Structured Prods,Inc. 78423A2P6 07/29/11 07/29/31    100.000    VARIES    3.8133              0.095834   0.093226   0.090567   0.087858  0.085097     33.23    31.29
SG Structured Prods,Inc. 78423A3B6 08/31/11 08/29/31    100.000    VARIES    3.8090              0.094468   0.092527   0.089528   0.087466  0.084399     33.51    31.66
SG Structured Prods,Inc. 78423AA28 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423AC34 12/30/10 12/30/13    100.000     0.000    1.3654              0.038976   0.039243                                     14.04         
SG Structured Prods,Inc. 78423AC42 12/31/10 12/31/30    100.000    VARIES    4.1615              0.104322   0.103229   0.102112   0.100972  0.099808     37.36    36.55
SG Structured Prods,Inc. 78423AD90 01/31/11 01/31/31    100.000    VARIES    4.1899              0.102464   0.097628   0.096861   0.096077  0.095278     35.17    34.49
SG Structured Prods,Inc. 78423AE99 02/25/11 02/25/26    100.000    VARIES    4.0467              0.101808   0.100436   0.099037   0.097609  0.096977     36.05    35.14
SG Structured Prods,Inc. 78423AF80 02/28/11 02/28/31    100.000    VARIES    4.1578              0.102375   0.099641   0.100187   0.097444  0.097908     36.59    35.78
SG Structured Prods,Inc. 78423AG63 03/18/11 03/18/21    100.000    VARIES    4.1693              0.113914   0.114160   0.114374   0.114593  0.114784     41.10    41.26
SG Structured Prods,Inc. 78423AH62 03/09/11 03/09/16    100.000     0.000    2.4340              0.070112   0.070965   0.071829   0.072703  0.073588     25.59    26.21
SG Structured Prods,Inc. 78423AJ45 03/31/11 03/31/26    100.000    VARIES    3.9820              0.098734   0.094616   0.093830   0.093029  0.092211     34.36    33.49
SG Structured Prods,Inc. 78423AL75 03/31/11 03/31/31    100.000    VARIES    4.2878              0.104073   0.103120   0.102146   0.101152  0.100681     37.12    36.46
SG Structured Prods,Inc. 78423AM74 04/29/11 08/02/13    100.000     0.000    0.7726              0.021672   0.021756                                      4.59         
SG Structured Prods,Inc. 78423AP48 04/29/11 04/29/31    100.000    VARIES    4.1591              0.099535   0.098507   0.097458   0.096386  0.096006     35.52    34.80
SG Structured Prods,Inc. 78423AR20 04/29/11 04/30/26    100.000    VARIES    4.1342              0.106393   0.104737   0.103047   0.101322  0.100800     37.80    36.65
SG Structured Prods,Inc. 78423AT93 05/31/11 05/30/31    100.000    VARIES    4.0970              0.101066   0.098022   0.098199   0.095144  0.096144     36.24    35.21
SG Structured Prods,Inc. 78423AU26 05/31/11 05/30/23    100.000    VARIES    4.1099              0.110304   0.108580   0.110458   0.108735  0.110619     39.95    40.01
SG Structured Prods,Inc. 78423AU75 05/31/11 05/30/31    100.000    VARIES    4.0953              0.101650   0.097512   0.096556   0.092398  0.093032     36.18    34.37
SG Structured Prods,Inc. 78423AU83 05/31/11 05/29/26    100.000    VARIES    4.1202              0.103610   0.100957   0.101630   0.098970  0.099568     37.26    36.54
SG Structured Prods,Inc. 78423AV90 06/17/11 06/16/17    100.000     0.000    2.1964              0.063042   0.063735   0.064435   0.065142  0.065858     22.84    23.35
SG Structured Prods,Inc. 78423AW65 06/30/11 06/30/31    100.000    VARIES    4.0039              0.099099   0.096469   0.093787   0.091050  0.089974     35.20    33.27
SG Structured Prods,Inc. 78423AW73 06/30/11 06/30/31    100.000    VARIES    4.0072              0.096903   0.093813   0.093802   0.090701  0.091453     34.80    33.66
SG Structured Prods,Inc. 78423AW81 06/30/11 06/30/23    100.000    VARIES    3.9769              0.107395   0.107692   0.107996   0.108306  0.108557     38.72    38.93
SG Structured Prods,Inc. 78423AW99 06/30/11 06/30/26    100.000    VARIES    3.9853              0.102340   0.099603   0.100146   0.097402  0.098224     36.85    36.05
SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25    100.000     7.380    3.6971              0.093387   0.091888   0.089348   0.087752  0.085158     33.31    31.80
SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15    100.000     0.000    1.9321              0.055777   0.056315   0.056859   0.057409  0.057963     20.28    20.67
SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16    100.000     0.000    1.7220              0.049505   0.049931   0.050361   0.050795  0.051232     17.95    18.26
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
SG Structured Prods,Inc. 78423AZY1 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423AZZ8 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423EBE3 06/29/12 06/30/32    100.000    VARIES    2.6183              0.069942   0.067130   0.066248   0.065355  0.064450     24.67    23.69
SG Structured Prods,Inc. 78423EBR4 07/31/12 07/30/32    100.000    VARIES    2.2858              0.062115   0.060723   0.057310   0.057462  0.055731     21.68    20.70
SG Structured Prods,Inc. 78423ECC6 07/31/12 07/31/32    100.000    VARIES    4.4772              0.013258   0.011690   0.010086   0.009068  0.008027      4.01     3.14
SG Structured Prods,Inc. 78423ECE2 08/31/12 08/31/32    100.000    VARIES    2.2189              0.061297   0.057349   0.055269   0.053661  0.053825     20.91    19.70
SG Structured Prods,Inc. 78423ECF9 08/31/12 08/31/27    100.000    VARIES    2.2060              0.060941   0.059022   0.059049   0.057140  0.057115     21.66    20.96
SG Structured Prods,Inc. 78423ECS1 08/31/12 08/31/32    100.000    VARIES    4.3609              0.009970   0.008836   0.007974   0.007422  0.007107      3.18     2.70
SG Structured Prods,Inc. 78423EDB7 09/28/12 09/28/32    100.000    VARIES    3.8987              0.011075   0.009937   0.008777   0.008136  0.007483      3.57     2.92
SG Structured Prods,Inc. 78423EDJ0 09/28/12 09/30/32    100.000    VARIES    2.1721              0.060304   0.057339   0.054342   0.053533  0.052715     20.63    19.27
SG Structured Prods,Inc. 78423EDN1 10/31/12 10/29/27    100.000    VARIES    2.3465              0.065181   0.062701   0.060177   0.059647  0.059111     22.71    21.50
SG Structured Prods,Inc. 78423EDP6 10/31/12 10/29/27    100.000    VARIES    2.3352              0.064869   0.064102   0.063322   0.062533  0.061734     23.12    22.56
SG Structured Prods,Inc. 78423EDQ4 10/31/12 10/31/32    100.000    VARIES    3.4706              0.096408   0.095188   0.093948   0.093650  0.093347     34.34    33.73
SG Structured Prods,Inc. 78423EEA8 12/31/12 12/31/32    100.000    VARIES    2.3863              0.066289   0.063765   0.061211   0.060498  0.059777     23.40    21.91
SG Structured Prods,Inc. 78423EEJ9 10/31/12 10/29/32    100.000    VARIES    2.3462              0.065174   0.062694   0.060171   0.059604  0.059030     22.71    21.49
SG Structured Prods,Inc. 78423EES9 11/30/12 11/30/32    100.000    VARIES    2.3877              0.066325   0.063801   0.061246   0.060705  0.060158     23.27    21.92
SG Structured Prods,Inc. 78423EFK5 01/18/13 01/27/14    100.000     0.000    0.9517              0.026436   0.026443   0.026569                           9.09      .69
SG Structured Prods,Inc. 78423EFR0 01/28/13 02/03/14    100.000     0.000    0.9324              0.025339   0.025763   0.025461                           8.66      .84
SLM Corporation.         78442FCY2 10/01/04 10/01/14    100.000    VARIES    5.0009              0.138547   0.138636   0.138727   0.138820               49.91    37.47
SLM Corporation.         78442FEM6 01/27/12 01/25/17     98.942     6.000    6.2498     1.73     0.005262   0.005426   0.005596   0.005771  0.005951      1.98     2.10
Sabine Pass LNG, LP      785583AG0 09/15/08 11/30/16     79.000     7.500   11.5231    86.11     0.071391   0.075504   0.079855   0.084455  0.089321     26.70    29.87
Sabine Pass LNG, LP      785583AH8 09/15/08 11/30/16     79.000     7.500   11.5231    86.11     0.071391   0.075504   0.079855   0.084455  0.089321     26.70    29.87
Saddle Brook TWP NJ SD   786225GB2 08/23/12 08/15/14     99.381     1.000    1.3180     1.10     0.008608   0.008664   0.008721   0.008778                3.12     1.96
Saddle Brook TWP NJ SD   786225GC0 08/23/12 08/15/15     99.327     1.300    1.5320      .79     0.006159   0.006205   0.006252   0.006300  0.006349      2.24     2.27
Saddle Brook TWP NJ SD   786225GD8 08/23/12 08/15/16     99.040     1.750    2.0022      .83     0.006473   0.006536   0.006601   0.006667  0.006734      2.36     2.41
SCH DIST Clair CNTY, IL  788550JJ1 06/15/11 01/01/15    102.478    VARIES    3.4880              0.098304   0.097960   0.097609   0.097252               35.33    35.08
SCH DIST Clair CNTY, IL  788550JK8 06/15/11 01/01/16    103.086    VARIES    3.9878              0.113139   0.112764   0.112381   0.111991               40.66    40.39
SCH DIST Clair CNTY, IL  788550JL6 06/15/11 01/01/17    103.641    VARIES    4.4873              0.128094   0.127696   0.127289   0.126873               46.04    45.75
SCH DIST Clair CNTY, IL  788550JM4 06/15/11 01/01/18    102.758    VARIES    4.9870              0.141639   0.141361   0.141076   0.140785               50.94    50.73
SCH DIST Clair CNTY, IL  788550JQ5 06/20/12 01/01/21    107.017     5.500    N/A                 0.131041   0.130560   0.130069   0.129566               47.09    46.73
St.Clair CNTY SD #196,IL 788553GJ8 11/13/12 12/01/13    101.704     0.000    1.1898              0.033636   0.033836                                     11.14         
St.Clair CNTY SD #196,IL 788553GK5 11/13/12 12/01/14    102.810    VARIES    1.3941              0.039842   0.040119   0.039245   0.038987               14.38    12.90
St.Clair CNTY SD #196,IL 788553GL3 11/13/12 12/01/15    103.202    VARIES    1.5459              0.044352   0.044695   0.043831   0.043612  0.043391     16.01    15.73
San Luis Obispo County   798703AQ7 07/02/03 09/01/18     45.439     0.000    5.2695   290.39     0.107136   0.109959   0.112856   0.115830  0.118882     39.76    41.89
San Luis Obispo County   798703AR5 07/02/03 09/01/19     42.462     0.000    5.3695   277.84     0.102932   0.105696   0.108533   0.111447  0.114439     38.23    40.31
San Luis Obispo County   798703AS3 07/02/03 09/01/20     39.603     0.000    5.4695   265.22     0.098667   0.101365   0.104137   0.106985  0.109911     36.66    38.69
San Luis Obispo County   798703AT1 07/02/03 09/01/21     37.061     0.000    5.5395   252.22     0.094101   0.096708   0.099386   0.102139  0.104968     34.98    36.94
San Luis Obispo County   798703AU8 07/02/03 09/01/22     34.700     0.000    5.5995   239.39     0.089538   0.092045   0.094622   0.097271  0.099995     33.30    35.19
San Luis Obispo County   798703AV6 07/02/03 09/01/23     32.578     0.000    5.6397   226.80     0.084969   0.087365   0.089829   0.092362  0.094966     31.60    33.41
San Luis Obispo County   798703AW4 07/02/03 09/01/24     30.563     0.000    5.6796   214.69     0.080565   0.082853   0.085206   0.087626  0.090114     29.97    31.70
San Luis Obispo County   798703AX2 07/02/03 09/01/25     28.774     0.000    5.6997   203.03     0.076253   0.078426   0.080661   0.082959  0.085324     28.37    30.01
San Luis Obispo County   798703AY0 07/02/03 09/01/26     27.018     0.000    5.7297   191.92     0.072170   0.074237   0.076364   0.078552  0.080802     26.86    28.42
San Luis Obispo County   798703AZ7 07/02/03 09/01/27     25.534     0.000    5.7297   181.38     0.068206   0.070160   0.072170   0.074237  0.076364     25.38    26.86
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
San Luis Obispo County   798703BA1 07/02/03 09/01/28     24.132     0.000    5.7296   171.42     0.064459   0.066306   0.068205   0.070159  0.072169     23.99    25.38
San Luis Obispo County   798703BB9 07/02/03 09/01/29     22.806     0.000    5.7297   162.00     0.060919   0.062664   0.064459   0.066306  0.068206     22.67    23.99
San Luis Obispo County   798703BC7 07/02/03 09/01/30     21.553     0.000    5.7298   153.10     0.057573   0.059222   0.060919   0.062664  0.064459     21.42    22.67
Seacor Holdings, Inc.    81170YAA7 11/13/13 11/15/28    100.000    VARIES    8.2503                         0.229176   0.229243   0.235262  0.241529     11.00    84.18
Seacor Holdings, Inc.    811904AL5 12/11/12 12/15/27    100.000    VARIES    7.1503              0.198725   0.203347   0.208134   0.213092  0.218228     72.52    75.98
Seacor Holdings, Inc.    811904AM3 12/11/12 12/15/27    100.000    VARIES    7.1503              0.198725   0.203347   0.208134   0.213092  0.218228     72.52    75.98
Shelby CNTYS, SD #21, IL 821510AR5 06/08/10 12/01/13    107.980    VARIES    2.9663              0.084360   0.083386                                     27.66         
Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14    108.333    VARIES    3.4682              0.100092   0.099179   0.098249   0.097303               35.81    32.25
Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18    100.000    VARIES    9.2480              0.423654   0.439967   0.457035   0.474809  0.493406    160.99   173.77
Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18    100.000    VARIES    9.2480              0.423654   0.439967   0.457035   0.474809  0.493406    160.99   173.77
Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27    100.000    VARIES    7.7902              0.286136   0.294036   0.302243   0.310770  0.319096    105.17   111.12
SG Structured Prods,Inc. 83367TAK5 08/07/12 08/07/15    100.000    VARIES    2.4728              0.014801   0.014448   0.014091   0.014265  0.014442      5.16     5.15
SG Structured Prods,Inc. 83367TAM1 08/30/12 08/30/27    100.000    VARIES    4.2251              0.116075   0.114086   0.113321   0.111289  0.110450     41.66    40.63
SG Structured Prods,Inc. 83367TAN9 09/28/12 09/28/27    100.000    VARIES    4.2451              0.117920   0.115706   0.113445   0.112309  0.111150     41.64    40.42
SG Structured Prods,Inc. 83368WAC5 10/31/12 10/29/27    100.000    VARIES    3.3528              0.093134   0.092317   0.091483   0.090634  0.089771     33.28    32.67
SG Structured Prods,Inc. 83368WBD2 01/31/13 01/31/33    100.000    VARIES    3.8966                         0.108240   0.104937   0.101569  0.101512     35.33    36.65
SG Structured Prods,Inc. 83368WBE0 01/30/13 01/30/28    100.000    VARIES    3.8214                         0.106151   0.105223   0.104278  0.103315     35.00    37.42
SG Structured Prods,Inc. 83368WBG5 01/31/13 01/31/33    100.000    VARIES    3.8942                         0.108174   0.105953   0.103689  0.102494     35.47    37.21
SG Structured Prods,Inc. 83368WBT7 02/28/13 02/28/33    100.000    VARIES    3.4646                         0.094148   0.093252   0.089275  0.088213     28.79    32.69
SG Structured Prods,Inc. 83368WBX8 03/28/13 03/31/33    100.000    VARIES    2.9028              0.080633   0.080579   0.077314   0.074001  0.073614     21.78    26.90
SG Structured Prods,Inc. 83368WCB5 04/12/13 04/12/33    100.000    VARIES    3.9684                         0.110235   0.105808   0.101293  0.100760     28.20    36.88
SG Structured Prods,Inc. 83368WCC3 04/19/13 04/19/28    100.000    VARIES    3.7971                         0.105477   0.104561   0.103628  0.102677     26.51    37.34
SG Structured Prods,Inc. 83368WCG4 04/30/13 04/29/33    100.000    VARIES    3.9499                         0.109720   0.105291   0.100788  0.100350     26.17    36.79
SG Structured Prods,Inc. 83368WCQ2 04/30/13 05/01/23    100.000    VARIES    1.6707              0.011047   0.011043   0.010280   0.009510  0.009590      2.62     3.52
SG Structured Prods,Inc. 83368WCY5 05/03/13 05/03/23    100.000    VARIES    3.1496                         0.087489   0.087272   0.087051  0.086972     20.81    31.36
SG Structured Prods,Inc. 83368WDG3 06/11/13 06/11/28    100.000    VARIES    4.1445                         0.115125   0.114130   0.113115  0.112078     23.01    40.86
SG Structured Prods,Inc. 83368WDL2 06/28/13 06/28/33    100.000    VARIES    4.7629                         0.132304   0.128839   0.125293  0.126075     24.20    45.74
SG Structured Prods,Inc. 83368WDM0 06/28/13 06/28/33    100.000    VARIES    4.7593                         0.132204   0.126096   0.119842  0.119674     24.18    44.25
SG Structured Prods,Inc. 83368WDR9 07/31/13 07/31/33    100.000    VARIES    4.5906                                    0.127517   0.124733  0.121884     19.26    44.55
SG Structured Prods,Inc. 83368WDT5 07/31/13 07/31/33    100.000    VARIES    4.5832                                    0.127312   0.124002  0.120617     19.22    44.23
SG Structured Prods,Inc. 83368WDV0 07/31/13 07/31/33    100.000    VARIES    4.5941                                    0.127614   0.124575  0.121466     19.27    44.47
SG Structured Prods,Inc. 83368WDW8 08/30/13 08/31/33    100.000    VARIES    4.6389                         0.126056   0.128122   0.121393  0.118578     15.89    44.35
SG Structured Prods,Inc. 83368WDX6 08/30/13 08/31/33    100.000    VARIES    4.6413                         0.126123   0.128190   0.121459  0.118644     15.89    44.38
SG Structured Prods,Inc. 83368WDZ1 08/30/13 08/31/28    100.000    VARIES    4.5930                         0.124810   0.126853   0.119850  0.116704     15.73    43.76
SG Structured Prods,Inc. 83368WEL1 09/30/13 09/30/33    100.000    VARIES    4.5116                                    0.125325   0.122737  0.120090     11.40    44.17
SG Structured Prods,Inc. 83368WFA4 10/31/13 10/31/33    100.000    VARIES    4.2945                                    0.119292   0.116746  0.114145      7.28    42.17
SG Structured Prods,Inc. 83368WFL0 10/31/13 10/31/33    100.000    VARIES    4.2911                                    0.119198   0.116842  0.114435      7.27    42.20
Solectron Corporation    834182AK3 05/08/00 05/08/20     57.912     0.000    2.7499   238.95     0.062239   0.063095   0.063962   0.064842  0.065733     22.65    23.28
Southern CMNTY CAP II    842633208 12/31/10 12/31/33*   100.000     7.950    7.9499              0.220833                                                17.00*        
Sovereign Bancorp, Inc.  846048205 02/26/04 03/01/34    100.000    VARIES    7.4512              0.280835   0.286770   0.292926   0.299312  0.305272    103.62   108.08
Spartan Stores, Inc.     846822AD6 05/29/07 05/15/27*   100.000    VARIES    N/A                 0.304340                                                18.26*        
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Spartan Stores, Inc.     846822AE4 05/29/07 05/15/27*   100.000    VARIES    N/A                 0.304347                                                18.26*        
Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17     97.804     7.500    7.8750     7.34     0.007081   0.007360   0.007650   0.007951  0.008264      2.65     2.86
Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17     97.804     7.500    7.8750     7.34     0.007081   0.007360   0.007650   0.007951  0.008264      2.65     2.86
St. Clair CNTY SD#522,IL 85227XCU7 07/01/10 12/01/13    100.650    VARIES    2.2805              0.063475   0.063412                                     20.94         
St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14    101.031    VARIES    2.7378              0.076436   0.076341   0.076245   0.076148               27.49    25.14
St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15    100.491    VARIES    3.1869              0.088811   0.088765   0.088719   0.088672  0.088624     31.96    31.93
Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14    103.872    VARIES    3.4851              0.097768   0.097294                                     35.11         
Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15    102.111    VARIES    3.9859              0.111698   0.111461   0.111219   0.110972               40.17    39.99
Sunsource, Inc.          867948AA9 09/30/97 09/30/27    110.000    11.600   10.4989              0.315632   0.315286   0.314922   0.314539  0.314136    113.50   113.23
Symbion, Inc.            871507AE9 06/14/11 06/15/16     98.492     8.000    8.3751     4.02     0.007820   0.008147   0.008488   0.008844  0.009214      2.88     3.13
Symbion, Inc.            871507AG4 06/14/11 06/15/16     98.492     8.000    8.3751     4.02     0.007820   0.008147   0.008488   0.008844  0.009214      2.88     3.13
Synovus Financial Corp.  87161C204 05/04/10 05/15/13    100.000    13.000    N/A                 0.052502                                                 7.04         
Synovus Financial Corp.  87161C303 05/04/10 05/15/13    100.000    13.000    N/A                 0.052502                                                 7.04         
TW Telecom Holdings Inc. 87311XAE8 08/26/13 10/01/22     96.250     5.375    5.9138                         0.008807   0.008859   0.009121  0.009390      1.11     3.28
Tabletop Holdings, Inc.  87336NAA9 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340268   0.340267   0.340267                         122.50    45.60
Tabletop Holdings, Inc.  87336NAB7 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340268   0.340267   0.340267                         122.50    45.60
Tazewell CNTY SD#102, IL 877741BX5 04/07/10 12/01/13    100.040    VARIES    2.3840              0.066234   0.066229                                     21.86         
Tenet Healthcare Corp.   88033GBF6 03/03/09 05/01/18*    89.500    10.000   11.9135    31.06     0.028127                                                 1.38*        
Tenet Healthcare Corp.   88033GBG4 03/03/09 05/01/18*    89.500    10.000   11.9135    31.06     0.028127                                                 1.38*        
Tenet Healthcare Corp.   88033GBH2 06/15/09 07/01/19*    95.229     8.875    9.6265    12.01     0.011330                                                 1.84*        
Tenet Healthcare Corp.   88033GBJ8 06/15/09 07/01/19*    95.229     8.875    9.6265    12.01     0.011330                                                 1.84*        
Tesoro Corporation       881609AW1 06/05/09 06/01/19     96.172     9.750   10.3745     9.55     0.008989   0.009456   0.009946   0.010462  0.011005      3.35     3.71
Thermwood Corporation    883672AC1 04/27/99 04/27/14*    45.454    12.000   27.1328   386.88     0.286992   0.325926                                     74.03*        
Time Warner Inc.         887315AZ2 01/17/96 01/15/36     17.038    VARIES    8.8000              0.172393   0.179979   0.187898   0.196165  0.204797     66.00    71.94
Toll Brothers Finance    88947EAL4 09/11/12 09/15/32    100.000    VARIES    5.9844              0.166337   0.170899   0.175597   0.180436  0.185419     61.68    65.13
Toll Brothers Finance    88947EAM2 09/11/12 09/15/32    100.000    VARIES    5.9844              0.166337   0.170899   0.175597   0.180436  0.185419     61.68    65.13
Tornillo Indpt SCH DIST  891084NY7 12/06/12 02/01/20     83.718     0.000    2.4998     1.45     0.058131   0.058356   0.059085   0.059824  0.060571     21.11    21.63
Tornillo Indpt SCH DIST  891084NZ4 12/06/12 02/01/21     80.360     0.000    2.6997     1.51     0.060255   0.060514   0.061330   0.062158  0.062997     21.90    22.48
Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16    100.000     0.000    4.9609              0.184910   0.189496   0.194197   0.199014  0.203950     67.57    70.96
Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38     24.099     0.000    4.8000    61.04     0.039778   0.040732   0.041710   0.042711  0.043736     14.67    15.38
Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16    100.000    VARIES    6.2020              0.164835   0.165669   0.166529   0.167416  0.168331     59.60    60.23
Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13    100.000     0.500    5.0554              0.184623   0.188939                                     61.33         
Transportadora Gas Norte 893871AS2 08/22/12 08/22/19     25.000    VARIES    N/A                 0.230551   0.265110   0.304848   0.350543  0.403088     89.29   118.07
Transportadora Gas Norte 893871AZ6 08/22/12 08/22/19     25.000    VARIES    N/A                 0.230551   0.265110   0.304848   0.350543  0.403088     89.29   118.07
Trenton, City of         895130J86 03/13/03 04/01/13     60.578     0.000    5.0498   381.91     0.136819                                                12.31         
Trenton, City of         895130J94 03/13/03 04/01/14     56.464     0.000    5.2397   372.83     0.134683   0.138211   0.141832                          49.76    12.76
Trenton, City of         895130K27 03/13/03 04/01/15     52.558     0.000    5.4098   361.33     0.131499   0.135056   0.138709   0.142461  0.146315     48.63    51.30
Trenton, City of         895130K35 03/13/03 04/01/22     31.423     0.000    6.1698   255.86     0.096220   0.099188   0.102248   0.105402  0.108653     35.72    37.95
Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36    100.000    VARIES    8.5854              0.333305   0.342992   0.353095   0.363632  0.374621    122.33   129.66
UBS AG                   90261JGR8 03/25/11 03/25/21    100.000    VARIES    4.6496              0.131138   0.131830   0.131875   0.131922  0.132073     47.41    47.50
UBS AG                   90261JHP1 09/21/11 09/21/21    100.000    VARIES    2.4224              0.065544   0.065632   0.065720   0.065810  0.065900     23.63    23.69
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261JHQ9 09/23/11 09/23/19    100.000    VARIES    2.3047              0.004608   0.004661   0.004715   0.004769  0.004824      1.68     1.72
UBS AG                   90261JHS5 09/29/11 09/29/21    100.000    VARIES    2.5378              0.009250   0.009367   0.009486   0.009607  0.009729      3.37     3.46
UBS AG                   90261XDU3 07/20/07 07/20/27    100.000    VARIES    5.7801              0.127643   0.125095   0.122473   0.119775  0.116999     44.66    42.72
UBS AG                   90261XEU2 03/06/08 03/06/18    100.000    VARIES    4.6051              0.122149   0.121804   0.121734   0.121662  0.121914     43.86    43.83
UBS AG                   902669258 01/31/11 01/31/13    100.000     0.000    0.6468              0.018143                                                  .53         
Union CNTY SD #531, IL   904842CU3 05/17/11 12/01/16     99.662    VARIES    3.6779              0.101871   0.101906   0.101941   0.101976  0.102013     36.68    36.71
Union CNTY SD #531, IL   904842CV1 05/17/11 12/01/17    108.762    VARIES    4.1179              0.122235   0.121520   0.120791   0.120046  0.119286     43.83    43.31
Union CNTY SD #531, IL   904842CW9 05/17/11 12/01/18    107.234    VARIES    4.3707              0.128578   0.128049   0.127508   0.126956  0.126392     46.16    45.77
Union City, NJ           905734MC0 02/07/07 11/01/13     69.720     0.000    5.4276   259.23     0.142907   0.146786                                     43.57         
Union City, NJ           905734MD8 02/07/07 11/01/14     65.880     0.000    5.4688   247.09     0.136373   0.140102   0.143933   0.147869               50.22    43.89
Union City, NJ           905734ME6 02/07/07 11/01/15     62.150     0.000    5.5197   235.61     0.130220   0.133813   0.137507   0.141302  0.145201     47.96    50.65
Union City, NJ           905734MF3 02/07/07 11/01/16     58.640     0.000    5.5586   224.11     0.124000   0.127446   0.130988   0.134629  0.138371     45.68    48.25
Union City, NJ           905734MG1 02/07/07 11/01/17     55.340     0.000    5.5882   212.80     0.117839   0.121132   0.124517   0.127996  0.131572     43.42    45.88
United Refining Co.      911358AJ8 03/08/11 02/28/18     96.444    10.500   11.2489     6.84     0.011333   0.011775   0.012644   0.013137  0.014106      4.38     4.89
United Refining Co.      911358AK5 03/08/11 02/28/18     96.444    10.500   11.2489     6.84     0.011333   0.011775   0.012644   0.013137  0.014106      4.38     4.89
United Technologies Corp 913017AR0 11/13/89 11/15/19     98.974     8.875    8.9741     5.26     0.001482   0.001523   0.001618   0.001663  0.001767       .55      .61
Univ of NC-Chap Hill     914713KU5 08/14/91 02/15/13     14.000     0.000    9.3557   849.08     0.248268                                                10.92         
Univ of NC-Chap Hill     914713KV3 08/14/91 02/15/14     13.000     0.000    9.2751   773.43     0.224882   0.235311   0.246224                          85.74    10.83
Univ of NC-Chap Hill     914713KW1 08/14/91 02/15/15     12.000     0.000    9.2278   705.91     0.204574   0.214013   0.223888   0.234218  0.245024     77.97    85.33
Uruguay, Republic        917288AT9 05/29/03 03/25/14     76.000     7.875   11.8705   195.50     0.093358   0.098900   0.104770                          35.70     8.80
Uruguay, Republic        917288AU6 05/29/03 05/04/14     73.000     7.250   11.6875   216.45     0.103954   0.110029   0.116459                          39.23    14.32
Uruguay, Republic        917288AV4 05/29/03 06/22/15     76.000     8.750   12.6875   158.56     0.080420   0.085522   0.090947   0.096716  0.102852     29.96    33.89
Uruguay, Republic        917288AX0 05/29/03 01/20/17     73.000     7.625   11.6165   143.85     0.066706   0.070581   0.074680   0.079018  0.083608     26.00    29.10
Uruguay, Republic        917288AZ5 05/29/03 03/15/15     71.500     7.500   12.0979   198.38     0.095220   0.100980   0.107089   0.113566  0.120436     36.57    41.13
Uruguay, Republic        917288BA9 05/29/03 01/15/33    100.000     7.875    N/A                 0.135187   0.135928   0.136714   0.137549  0.138437     49.05    49.65
Utah ST Charter SCH FIN  91754TCN1 12/21/10 07/15/15     98.130     8.000    8.5025     7.44     0.010874   0.011336   0.011818   0.012321  0.012844      4.15     4.52
Utah Charter School      91754TDG5 05/10/11 05/15/14     97.408     8.000    9.0009    13.28     0.024364   0.025461   0.026607                           9.07     3.57
Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13    103.470    VARIES    6.1103              0.170445   0.170093                                     56.18         
Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14    103.682    VARIES    6.2118              0.173953   0.173618   0.173273   0.172918               62.54    57.12
VeriSign, Inc.           92343EAC6 08/20/07 08/15/37    100.000    VARIES    8.5008              0.311189   0.320579   0.330368   0.340573  0.351211    116.33   123.60
VeriSign, Inc.           92343EAD4 08/20/07 08/15/37    100.000    VARIES    8.5008              0.311189   0.320579   0.330368   0.340573  0.351211    116.33   123.60
Veritas Capital Trust    92343W300 12/22/97 01/01/28    100.000    10.000    9.9999              0.277778   0.277778   0.277778   0.277778              100.00   100.00
Viginia Pub School Auth  92817SPA0 11/13/09 09/15/26     90.643     6.050    7.0049    10.31     0.010117   0.010472   0.010839   0.011218  0.011611      3.78     4.05
Walter Industries, Inc.  93317QAB1 04/20/04 05/01/24    100.000    VARIES    7.7498              0.315615   0.323270   0.331168   0.339373  0.347895    115.93   121.70
Walter Industries, Inc.  93317QAC9 04/20/04 05/01/24    100.000    VARIES    7.7498              0.315615   0.323270   0.331168   0.339373  0.347895    115.93   121.70
Wells Fargo & Company    94986RBC4 11/05/10 05/06/16    100.000     0.000    1.7322              0.049808   0.050240   0.050675   0.051114  0.051557     18.06    18.37
Wells Fargo & Company    94986RBH3 11/05/10 11/05/17    100.000    VARIES    2.5030              0.071340   0.071631   0.071925   0.071961  0.071998     25.77    25.90
Wells Fargo & Company    94986RBP5 12/07/10 12/07/16    100.000     0.000    2.2309              0.064781   0.065504   0.066235   0.066974  0.067721     23.49    24.01
Wells Fargo & Company    94986RBQ3 12/07/10 06/07/17    100.000     0.000    2.4501              0.071457   0.072333   0.073219   0.074116  0.075024     25.92    26.56
Wells Fargo & Company    94986RBY6 01/05/11 01/06/17    100.000     0.000    2.6501              0.076586   0.077601   0.078629   0.079671  0.080726     28.11    28.86
Wells Fargo & Company    94986RBZ3 01/05/11 07/07/17    100.000     0.000    2.7699              0.080197   0.081308   0.082434   0.083576  0.084733     29.46    30.28
Wells Fargo & Company    94986RCG4 02/07/11 02/07/17    100.000     1.250    2.5699              0.072819   0.073308   0.073804   0.074306  0.074815     26.44    26.81
Wells Fargo & Company    94986RCP4 02/07/11 02/07/18    100.000     1.500    2.9500              0.083753   0.084374   0.085004   0.085643  0.086292     30.44    30.90
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    94986RCW9 03/07/11 03/07/17    100.000     1.250    2.5500              0.072233   0.072711   0.073195   0.073686  0.074183     26.20    26.55
Wells Fargo & Company    94986RDD0 03/31/11 03/31/21    100.000    VARIES    4.1708              0.116161   0.116266   0.116273   0.116279  0.116345     41.85    41.87
Wells Fargo & Company    94986RDL2 04/29/11 04/30/21    100.000    VARIES    4.3018              0.120050   0.120242   0.120267   0.120292  0.120340     43.27    43.30
Wells Fargo & Company    94986RDU2 06/07/11 06/07/17    100.000     0.000    2.3099              0.066415   0.067182   0.067958   0.068743  0.069537     24.08    24.64
Wells Fargo & Company    94986RDV0 05/31/11 05/28/21    100.000    VARIES    4.1140              0.115351   0.115724   0.115915   0.116110  0.116214     41.61    41.77
Wells Fargo & Company    94986RDX6 07/06/11 01/08/18    100.000     0.000    1.9900              0.056391   0.056952   0.057519   0.058091  0.058669     20.60    21.01
Wells Fargo & Company    94986REQ0 08/05/11 02/07/18    100.000     0.000    2.4202              0.068876   0.069710   0.070553   0.071407  0.072271     25.19    25.80
Wells Fargo & Company    94986RFA4 09/08/11 03/07/18    100.000     0.000    2.2999              0.065363   0.066114   0.066875   0.067644  0.068422     23.84    24.39
Wells Fargo & Company    94986RFL0 10/05/11 10/05/18    100.000     0.000    2.4700              0.070317   0.071185   0.072064   0.072954  0.073855     25.62    26.26
Wells Fargo & Company    94986RFS5 10/05/11 04/06/18    100.000     0.000    2.3000              0.065372   0.066124   0.066884   0.067653  0.068431     23.80    24.35
Wells Fargo & Company    94986RFX4 11/08/11 05/07/18    100.000     0.000    2.3199              0.065944   0.066708   0.067482   0.068265  0.069057     23.96    24.52
Wells Fargo & Company    94986RGE5 12/07/11 06/07/18    100.000     0.000    2.3299              0.066238   0.067010   0.067791   0.068580  0.069379     24.02    24.58
Wells Fargo & Company    94986RGS4 01/04/12 07/06/18    100.000     0.000    2.3699              0.066620   0.067409   0.068208   0.069016  0.069834     24.40    24.98
Wells Fargo & Company    94986RHA2 02/07/12 08/07/18    100.000     0.000    2.0501              0.057532   0.058121   0.058717   0.059319  0.059927     20.99    21.42
Wells Fargo & Company    94986RHB0 01/27/12 01/27/17    100.000    VARIES    1.6991              0.015562   0.015034   0.015161   0.015290  0.015420      5.45     5.52
Wells Fargo & Company    94986RHC8 01/27/12 01/28/19    100.000    VARIES    1.7471              0.015999   0.015661   0.015319   0.014975  0.015106      5.59     5.42
Wells Fargo & Company    94986RHG9 03/07/12 09/10/18    100.000     0.000    1.9799              0.055551   0.056101   0.056656   0.057217  0.057784     20.22    20.62
Wells Fargo & Company    94986RHH7 02/15/12 02/15/17    100.000    VARIES    1.4532              0.010726   0.010414   0.010490   0.010566  0.010643      3.77     3.81
Wells Fargo & Company    94986RHM6 03/07/12 09/08/16    100.000     0.000    1.0799              0.030160   0.030323   0.030487   0.030651  0.030817     10.92    11.04
Wells Fargo & Company    94986RHQ7 03/05/12 03/05/19    100.000    VARIES    1.4012              0.011086   0.010719   0.010706   0.010342  0.010587      3.93     3.83
Wells Fargo & Company    94986RHR5 03/07/12 09/10/18    100.000     0.000    2.1000              0.058956   0.059575   0.060201   0.060833  0.061472     21.47    21.93
Wells Fargo & Company    94986RHX2 04/04/12 10/05/18    100.000     0.000    1.9801              0.055551   0.056101   0.056656   0.057217  0.057784     20.19    20.59
Wells Fargo & Company    94986RHY0 04/04/12 10/07/16    100.000     0.000    1.1500              0.032133   0.032318   0.032503   0.032690  0.032878     11.63    11.77
Wells Fargo & Company    94986RHZ7 03/21/12 03/21/19    100.000    VARIES    1.3789              0.011064   0.010878   0.010691   0.010502  0.010575      3.91     3.80
Wells Fargo & Company    94986RJK8 04/24/12 04/24/19    100.000    VARIES    1.3828              0.011388   0.011196   0.011002   0.010808  0.010882      4.04     3.92
Wells Fargo & Company    94986RJR3 06/07/12 12/07/18    100.000     0.000    1.9898              0.055824   0.056379   0.056940   0.057506  0.058079     20.22    20.63
Wells Fargo & Company    94986RJW2 05/29/12 05/29/19    100.000     0.000    2.2699              0.063771   0.064494   0.065226   0.065967  0.066715     23.13    23.66
Wells Fargo & Company    94986RKE0 07/05/12 07/08/19    100.000     0.000    1.8098              0.050282   0.050737   0.051196   0.051659  0.052126     18.34    18.67
Wells Fargo & Company    94986RKN0 08/07/12 08/07/19    100.000     0.000    1.6999              0.047221   0.047622   0.048027   0.048435  0.048847     17.19    17.48
Wells Fargo & Company    94986RKY6 08/17/12 08/19/19    100.000    VARIES    1.2319              0.008198   0.008078   0.007956   0.007834  0.007711      2.90     2.81
Wells Fargo & Company    94986RLH2 09/21/12 09/23/19    100.000    VARIES    1.1737              0.008185   0.008070   0.007954   0.007838  0.007721      2.90     2.82
Wells Fargo & Company    94986RLK5 10/03/12 10/07/19    100.000     0.000    1.5699              0.043618   0.043960   0.044305   0.044653  0.045004     15.82    16.07
Wells Fargo & Company    94986RLM1 10/03/12 10/07/19    100.000     0.000    1.7300              0.048066   0.048482   0.048901   0.049324  0.049751     17.45    17.75
Wells Fargo & Company    94986RLR0 10/03/12 10/03/22    100.000    VARIES    1.2945              0.012095   0.011801   0.011505   0.011208  0.010908      4.25     4.04
Wells Fargo & Company    94986RLU3 11/07/12 11/07/19    100.000     0.000    1.7201              0.047782   0.048193   0.048608   0.049026  0.049447     17.32    17.62
Wells Fargo & Company    94986RLV1 10/19/12 10/19/20    100.000    VARIES    1.1744              0.009707   0.009544   0.009380   0.009214  0.009048      3.44     3.32
Wells Fargo & Company    94986RLY5 11/07/12 11/07/22    100.000    VARIES    1.1530              0.009446   0.009154   0.008861   0.008566  0.008616      3.32     3.12
Wells Fargo & Company    94986RMD0 11/16/12 11/16/20    100.000    VARIES    1.0417              0.007809   0.007536   0.007262   0.007299  0.007337      2.74     2.62
Wells Fargo & Company    94986RME8 12/07/12 12/06/19    100.000     0.000    1.3599              0.037777   0.038032   0.038291   0.038551  0.038813     13.66    13.84
Wells Fargo & Company    94986RMF5 12/07/12 12/06/19    100.000     0.000    1.6200              0.045001   0.045363   0.045731   0.046101  0.046474     16.28    16.55
Wells Fargo & Company    94986RMH1 01/03/13 01/08/20    100.000     0.000    1.0001              0.027781   0.027785   0.027924   0.028064  0.028204      9.97    10.13
Wells Fargo & Company    94986RMJ7 01/03/13 01/08/20    100.000     0.000    1.6997              0.047215   0.047227   0.047628   0.048033  0.048441     16.98    17.36
Wells Fargo & Company    94986RMK4 12/27/12 12/28/22    100.000    VARIES    1.2832              0.011757   0.011474   0.011189   0.010903  0.010615      4.18     3.97
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    94986RMT5 02/07/13 02/07/20    100.000     0.000    1.3701                         0.038060   0.038320   0.038583  0.038847     12.37    13.92
Wells Fargo & Company    94986RMU2 02/07/13 02/07/20    100.000     0.000    1.6097                         0.044715   0.045075   0.045437  0.045803     14.54    16.40
Wells Fargo & Company    94986RMV0 01/25/13 01/27/25    100.000    VARIES    1.1862              0.010674   0.010671   0.010377   0.010081  0.009783      3.54     3.59
Wells Fargo & Company    94986RNF4 03/06/13 03/06/20    100.000     0.000    1.5599                         0.043332   0.043670   0.044011  0.044354     12.82    15.86
Wells Fargo & Company    94986RNG2 03/06/13 03/06/20    100.000     0.000    1.3399                         0.037220   0.037469   0.037720  0.037973     11.01    13.59
Wells Fargo & Company    94986RNJ6 02/22/13 02/22/21    100.000    VARIES    1.0349                         0.012316   0.011854   0.011784  0.011329      3.79     4.24
Wells Fargo & Company    94986RNU1 04/03/13 04/07/20    100.000     0.000    1.4905              0.041404   0.041411   0.041719   0.042030  0.042344     11.12    15.13
Wells Fargo & Company    94986RNV9 04/03/13 04/07/20    100.000     0.000    1.5698              0.043607   0.043614   0.043957   0.044302  0.044649     11.72    15.94
Wells Fargo & Company    94986RNW7 03/06/13 03/06/23    100.000    VARIES    1.1811                         0.011058   0.010812   0.010564  0.010315      3.23     3.79
Wells Fargo & Company    94986RNX5 03/27/13 03/27/25    100.000    VARIES    1.3586                         0.011780   0.011411   0.011039  0.010665      3.19     3.97
Wells Fargo & Company    94986RPA3 03/20/13 03/20/20    100.000    VARIES    1.1706                         0.007989   0.007877   0.007764  0.007650      2.23     2.79
Wells Fargo & Company    94986RPF2 05/08/13 05/07/20    100.000     0.000    1.5101                         0.041948   0.042263   0.042582  0.042903      9.79    15.31
Wells Fargo & Company    94986RPG0 05/08/13 05/07/20    100.000     0.000    1.4898                         0.041386   0.041692   0.042003  0.042316      9.66    15.10
Wells Fargo & Company    94986RPH8 04/24/13 04/24/23    100.000    VARIES    1.3234                         0.008246   0.007956   0.007665  0.007371      2.02     2.77
Wells Fargo & Company    94986RPJ4 04/10/13 01/24/20     95.000     0.000    N/A                            0.051431   0.051720   0.052224  0.052733     13.47    18.87
Wells Fargo & Company    94986RPS4 06/07/13 06/05/20    100.000     0.000    N/A                            0.050551   0.051006   0.051470  0.051938     10.32    18.47
Wells Fargo & Company    94986RPT2 06/07/13 06/05/20    100.000     0.000    N/A                            0.051662   0.052137   0.052621  0.053111     10.55    18.88
Wells Fargo & Company    94986RQA2 07/02/13 07/08/20    100.000     0.000    2.4199                         0.067220   0.067247   0.068061  0.068884     12.04    24.64
Wells Fargo & Company    94986RQB0 07/02/13 07/08/20    100.000     0.000    2.2502                         0.062507   0.062530   0.063234  0.063945     11.19    22.88
Wells Fargo & Company    94986RQF1 06/12/13 06/05/20    100.000     0.000    2.3333                         0.064815   0.065542   0.066307  0.067080     12.92    23.77
Wells Fargo & Company    94986RQH7 06/17/13 06/10/20    100.000     0.000    2.4816                         0.068935   0.069757   0.070623  0.071499     13.39    25.30
Wells Fargo & Company    94986RQJ3 06/17/13 01/24/20     93.099     0.000    2.3704                         0.061303   0.061452   0.062180  0.062917     11.92    22.48
Wells Fargo & Company    94986RQR5 08/08/13 08/07/20    100.000     0.000    2.4500                                    0.068056   0.068885  0.069729      9.73    24.89
Wells Fargo & Company    94986RQS3 08/08/13 08/07/20    100.000     0.000    2.3798                                    0.066107   0.066889  0.067685      9.45    24.17
Wells Fargo & Company    94986RQZ7 09/09/13 09/08/20    100.000     0.000    2.0800                                    0.057779   0.058376  0.058983      6.47    21.04
Wells Fargo & Company    94986RRG8 10/03/13 10/07/19    100.000     0.000    1.9198                         0.053329   0.053340   0.053852  0.054369      4.69    19.38
Wells Fargo & Company    94986RRH6 10/03/13 10/07/20    100.000     0.000    1.9198                         0.053329   0.053341   0.053853  0.054370      4.69    19.38
Wells Fargo & Company    94986RRS2 11/07/13 05/07/20    100.000     0.000    1.7498                                    0.048608   0.049033  0.049462      2.62    17.62
Wesco International,Inc. 95082PAH8 08/27/09 09/15/29    100.000    VARIES   13.8738              0.496013   0.518859   0.543290   0.569417  0.597355    187.69   206.02
Westmoreland Coal Co.    960887AA5 02/04/11 02/01/18     95.000    10.750   11.8206     9.96     0.015814   0.016749   0.017738   0.018787  0.019897      6.15     6.90
Westmoreland Coal Co.    960887AB3 02/04/11 02/01/18     95.000    10.750   11.8206     9.96     0.015814   0.016749   0.017738   0.018787  0.019897      6.15     6.90
White CNTYS SD #533, IL  963806DF8 08/04/10 12/01/14    109.473    VARIES    3.1287              0.090876   0.089907   0.088924   0.087925               32.48    29.17
White CNTYS SD #533, IL  963806DG6 08/04/10 12/01/15    108.920    VARIES    3.6292              0.106127   0.105281   0.104419   0.103541  0.102648     38.00    37.38
White CNTYS SD #533, IL  963806DH4 08/04/10 12/01/16    108.932    VARIES    3.8808              0.114211   0.113462   0.112699   0.111922  0.111129     40.94    40.38
White CNTYS SD #533, IL  963806DJ0 08/04/10 12/01/17    108.163    VARIES    4.1816              0.123003   0.122381   0.121745   0.121096  0.120434     44.13    43.67
White CNTYS SD #533, IL  963806DK7 08/04/10 12/01/18    105.851    VARIES    4.6311              0.134440   0.134016   0.133581   0.133137  0.132682     48.30    47.98
White CNTYS SD #533, IL  963806DL5 08/04/10 12/01/19    102.631    VARIES    4.8822              0.138545   0.138367   0.138184   0.137998  0.137806     49.83    49.70
Wild Oats Markets, Inc.  96808BAA5 05/25/04 05/15/34    100.000    VARIES    8.2511              0.375051   0.389732   0.405020   0.420756  0.437141    139.04   150.12
Wild Oats Markets, Inc.  96808BAB3 05/25/04 05/15/34    100.000    VARIES    8.2511              0.375051   0.389732   0.405020   0.420756  0.437141    139.04   150.12
Will County SD #88, IL   968794ED5 03/03/09 10/01/28     93.191     5.500    N/A                 0.012169   0.012557   0.012138   0.012524  0.012013      4.45     4.43
Will County SD #122, IL  968852FG3 11/19/97 11/01/16     23.888     0.000    7.6998   509.79     0.158099   0.164186   0.170507   0.177071  0.183888     58.76    63.37
Will County SD #122, IL  968852FH1 11/19/97 11/01/17     22.150     0.000    7.6997   472.69     0.146593   0.152237   0.158098   0.164184  0.170505     54.48    58.76
Will County SD #122, IL  968852TN3 03/15/07 10/01/25     34.635     0.000    5.7999   136.10     0.076617   0.078839   0.081125   0.083478  0.085899     28.39    30.06
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Will County SD #122, IL  968852TP8 03/15/07 10/01/26     32.402     0.000    5.8498   128.60     0.072488   0.074608   0.076790   0.079037  0.081348     26.86    28.46
Will County SD #122, IL  968852WL3 04/02/09 10/01/23     92.349     5.250    6.2550              0.018140   0.018708   0.019293   0.019896  0.020519      6.74     7.16
Will County SD #122, IL  968852WM1 04/02/09 10/01/28     24.364     0.000    7.3750    76.02     0.064300   0.066672   0.069130   0.071679  0.074322     24.01    25.81
Will County SD #365, IL  969078QM9 03/17/09 11/01/27     23.731     0.000    7.8743    80.77     0.068673   0.071377   0.074187   0.077108  0.080144     25.54    27.59
Will County SD #365, IL  969078QN7 03/17/09 11/01/28     21.864     0.000    7.8992    74.68     0.063526   0.066035   0.068643   0.071354  0.074172     23.63    25.53
Woodford CNTYS SD #21,IL 979293BC0 06/06/13 12/01/14    102.612     0.000    1.0847                         0.030918   0.031081   0.031249                6.34    10.29
Woodford CNTYS SD #21,IL 979293BD8 06/06/13 12/01/15    103.819    VARIES    1.2892                         0.037179   0.037412   0.037653  0.036365      7.63    13.48
Woodford CNTYS SD #21,IL 979293BE6 06/06/13 12/01/16    105.457    VARIES    1.4904                         0.043660   0.043976   0.044304  0.042709      8.96    15.85
Woodford CNTYS SD #21,IL 979293BF3 06/06/13 12/01/17    106.065    VARIES    1.6914                         0.049833   0.050243   0.050668  0.048911     10.23    18.12
Woodford CNTYS SD #21,IL 979293BG1 06/06/13 12/01/18    105.731    VARIES    1.9916                         0.058493   0.059059   0.059647  0.057669     12.01    21.33
Woodford CNTY SD #60, IL 979319AY6 07/02/10 12/01/13    106.305    VARIES    2.8744              0.081390   0.080623                                     26.72         
Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14    106.517    VARIES    3.3754              0.096685   0.095973   0.095248   0.094512               34.64    31.30
Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15    107.046    VARIES    3.7759              0.109233   0.108542   0.107838   0.107121  0.106390     39.16    38.65
Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16    105.573    VARIES    4.2263              0.121780   0.121272   0.120753   0.120223  0.119682     43.72    43.34
Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17    104.694    VARIES    4.4776              0.128640   0.128255   0.127861   0.127459  0.127047     46.22    45.93
Wynn Las Vegas, LLC      983130AL9 10/19/09 11/01/17*    97.823     7.875    8.2509     7.03     0.006971   0.007259                                      2.14*        
Wynn Las Vegas, LLC      983130AN5 10/19/09 11/01/17*    97.823     7.875    8.2509     7.03     0.006971   0.007259                                      2.14*        
Xilinx, Inc.             983919AC5 03/05/07 03/15/37    100.000    VARIES    7.2004              0.254187   0.260213   0.266456   0.272924  0.279625     93.89    98.48
Xilinx, Inc.             983919AD3 03/05/07 03/15/37    100.000    VARIES    7.2004              0.254187   0.260213   0.266456   0.272924  0.279625     93.89    98.48
York County, PA          986812LY9 12/28/95 02/01/13     30.649     0.000    7.0395   687.84     0.188893                                                 5.67         
York County, PA          986812LZ6 12/28/95 02/01/14     28.302     0.000    7.0994   644.26     0.177614   0.183919   0.190448                          67.00     5.71
York County, PA          986812MA0 12/28/95 02/01/15     26.297     0.000    7.1196   601.48     0.166035   0.171945   0.178066   0.184405  0.190969     62.64    67.18
York County, PA          986812MB8 12/28/95 02/01/16     24.378     0.000    7.1496   561.54     0.155310   0.160863   0.166613   0.172569  0.178738     58.61    62.87
York County, PA          986812MC6 12/28/95 02/01/17     22.586     0.000    7.1795   523.95     0.145192   0.150404   0.155804   0.161397  0.167190     54.80    58.80
York County, PA          986812MD4 12/28/95 02/01/18     20.780     0.000    7.2396   488.88     0.136001   0.140924   0.146025   0.151311  0.156788     51.35    55.13
York County, PA          986812ME2 12/28/95 02/01/19     19.353     0.000    7.2397   455.32     0.126666   0.131251   0.136002   0.140926  0.146027     47.83    51.35
York County, PA          986812MF9 12/28/95 02/01/20     18.025     0.000    7.2396   424.07     0.117970   0.122240   0.126665   0.131250  0.136001     44.54    47.83
York County, PA          986812MG7 12/28/95 02/01/21     16.787     0.000    7.2397   394.96     0.109873   0.113850   0.117971   0.122241  0.126666     41.48    44.54
York County, PA          986812MH5 12/28/95 02/01/22     15.635     0.000    7.2396   367.84     0.102330   0.106034   0.109872   0.113849  0.117970     38.64    41.48
York County, PA          986812MJ1 12/28/95 02/01/23     14.561     0.000    7.2398   342.59     0.095306   0.098755   0.102330   0.106035  0.109873     35.98    38.64
York County, PA          986812MK8 12/28/95 02/01/24     13.562     0.000    7.2396   319.07     0.088763   0.091976   0.095305   0.098755  0.102330     33.51    35.98
York County, PA          986812QD0 12/28/95 02/01/20     18.025     0.000    7.2396   424.07     0.117970   0.122240   0.126665   0.131250  0.136001     44.54    47.83
York County, PA          986812RC1 12/28/95 02/01/20     18.025     0.000    7.2396   424.07     0.117970   0.122240   0.126665   0.131250  0.136001     44.54    47.83
Zions Bancorporation     989701AX5 09/23/09 09/23/14     86.888     7.750   11.2499    77.61     0.078108   0.082501   0.087142   0.092044               29.80    23.71
Zions Bancorporation     989701BB2 03/27/12 03/27/17     94.250     4.500    5.8427     7.74     0.028783   0.029624   0.030490   0.031380  0.032297     10.67    11.31
Zions Bancorporation     989701BC0 06/20/12 06/20/16     97.500     4.000    4.6927     3.06     0.016360   0.016744   0.017137   0.017539  0.017950      5.97     6.25
Quebecor Media, Inc.     C7603NAD4 10/05/07 03/15/16     93.750     7.750    8.8148    33.34     0.021871   0.022835   0.023841   0.024892  0.025989      8.26     9.00
QBE Funding Trust        G7303WAA9 04/15/02 04/15/22     59.358     0.000    2.6249   191.30     0.056915   0.057662   0.058419   0.059186  0.059963     20.74    21.29
Bumble Bee Holdco S.C.A. L13008AA2 03/10/11 03/15/18     98.138     9.625    N/A                 0.273463   0.273768   0.274088   0.274424  0.274778     98.57    98.81
Transportadora Gas Norte P93081AL4 08/22/12 08/22/19     25.000    VARIES    N/A                 0.230551   0.265110   0.304848   0.350543  0.403088     89.29   118.07
ACL I Corporation        U00461AA8 02/15/11 02/15/16*    98.250    VARIES    N/A                 0.366314   0.387140                                     41.67*        
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Alliance One Intl, Inc.  U0187PAE6 07/02/09 07/15/16*    95.177    10.000   11.0023    19.49     0.018142   0.019140   0.020193                           4.04*        
Alliance One Intl, Inc.  U0187PAF3 07/02/09 07/15/16*    95.177    10.000   11.0023    19.49     0.018142   0.019140   0.020193                           4.04*        
American Renal Holdings  U02940AA9 03/04/11 03/01/16     98.000    10.500    N/A                 0.333918   0.351492   0.352514   0.353590  0.354722    125.61   127.36
Apria Healthcare Group   U03846AB5 05/27/09 11/01/14*    97.050    11.250   12.0051    17.41     0.016613   0.017610                                      2.08*        
Ashland Inc.             U04428AB1 05/27/09 06/01/17*    96.577     9.125    9.7504    12.22     0.011320                                                 1.70*        
Bank of America Corp.    U0662KBL4 03/18/02 01/04/17     38.300     0.000    6.5924   388.07     0.136769   0.141277   0.145934   0.150744  0.155713     51.67    55.13
Caesars Entertainment    U1229TAB2 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Caesars Entertainment    U1229TAC0 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Caesars Entertainment    U1229TAD8 02/15/13 02/15/20     97.500     9.000    9.4970                         0.007211   0.007554   0.007912  0.008288      2.33     2.88
Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15*   100.000     9.500    N/A                 0.264348   0.263065                                     39.06*        
Crosstex Energy, L.P.    U19163AA9 02/10/10 02/15/18     97.907     8.875    9.2505     5.88     0.006344   0.006638   0.006945   0.007266  0.007602      2.42     2.65
Diamond Resorts Corp.    U2526PAA0 08/13/10 08/15/18     97.513    12.000   12.5004     5.09     0.006716   0.007136   0.007582   0.008056  0.008559      2.61     2.95
FelCor Lodging Limited   U31522AK8 10/01/09 10/01/14     87.750    10.000   13.4435    70.45     0.073737   0.078694   0.083984   0.089629               28.36    23.69
Da-Lite Screen Co., Inc. U3194CAB6 03/24/10 04/01/15*    97.305    12.500   13.2520    12.74     0.015158                                                 1.36*        
First Data Corporation.  U3198DAA2 10/24/07 09/24/15*    94.796     9.875   10.8718    29.05     0.020156   0.021251                                      2.33*        
First Data Corporation.  U3198DAC8 12/17/10 01/15/21     94.750     8.250    9.0551     7.22     0.010536   0.011013   0.011511   0.012033  0.012577      4.04     4.41
First Data Corporation.  U3198DAG9 12/17/10 01/15/22     95.625    VARIES    N/A                 0.299279   0.313796   0.329017   0.344976  0.345787    115.29   124.10
First Data Corporation.  U3198DAH7 12/15/10 01/15/21     91.875    12.625   14.1624     8.83     0.013347   0.014292   0.015304   0.016388  0.017548      5.30     6.08
GWR Operating Partnershp U40382AA8 04/07/10 04/01/17     95.347    10.875   11.8737    13.96     0.016510   0.017490   0.018528   0.019628  0.020794      6.30     7.07
Graphic Packaging Intl   U41508AC3 06/16/09 06/15/17*    97.292     9.500    9.9998     9.46     0.008950                                                 1.47*        
Hornbeck Offshore SVCS   U44070AC1 08/17/09 09/01/17*    97.123     8.000    8.5012     9.80     0.009182   0.009573                                      1.24*        
Interface, Inc.          U45841AE0 06/05/09 11/01/13     96.301    11.375   12.4916    28.44     0.027478   0.029194                                      8.55         
Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16     91.022     9.500   11.2256    39.09     0.030968   0.032706   0.034542   0.036480  0.038528     11.89    13.26
Hovnanian Enterprises    U48654AM6 11/01/11 11/01/21     53.000     5.000   13.8062    28.39     0.073563   0.078641   0.084070   0.089874  0.096078     28.03    32.03
Hovnanian Enterprises    U48654AN4 11/01/11 11/01/21     42.000     2.000   12.1926              0.153140   0.159089   0.165400   0.172097  0.179201     56.94    61.58
Liberty Media Corp.      U52892AD5 01/11/01 01/15/31    100.000     3.500    N/A                 0.478599   0.495032   0.512079   0.529753  0.548063    180.81   193.50
Linear Technology Corp.  U53476AA2 04/24/07 05/01/27    100.000    VARIES    7.0000              0.245776   0.251461   0.257346   0.263436  0.269740     90.20    94.48
Media General Inc.       U58292AA8 02/12/10 02/15/17*    97.690    11.750   12.2505     7.28     0.008142   0.008641   0.009170                           2.99*        
Milagro Oil & Gas, Inc.  U6004KAA3 05/11/11 05/15/16     97.182    10.500   11.2509     7.59     0.014221   0.015021   0.015866   0.016758  0.017701      5.34     5.96
MTR Gaming Group, Inc.   U60753AD9 08/05/11 08/01/19     97.000    11.500    N/A                 0.329481   0.331590   0.333737   0.335925  0.338155    119.63   121.20
New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16    100.000    VARIES    N/A                 0.559796   0.591984   0.626023   0.662019  0.700085    213.35   238.59
Pioneer Drilling Company U72356AA3 03/11/10 03/15/18     95.750     9.875   10.6775    11.09     0.012581   0.013253   0.013960   0.014706  0.015491      4.80     5.32
Platinum Energy Solution U72633AA5 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution U72633AB3 03/03/11 03/01/15     96.764    14.250    N/A                 0.445322   0.446974   0.448753   0.450668  0.452729    161.03   162.37
Platinum Energy Solution U72633AC1 09/01/11 03/01/15     95.000    14.250   16.1765    15.98     0.036273   0.039207   0.042378   0.045805  0.049510     14.32    16.73
Ply Gem Industries, Inc. U7264EAG7 02/16/12 02/15/18     85.000     8.250   11.8108    16.05     0.052621   0.055728   0.059019   0.062504  0.066196     20.37    22.85
Pope & Talbot, Inc.      U7316MAA0 07/30/02 06/01/13     86.415     8.375   10.5037   127.42     0.056182                                                 8.43         
Roche Holdings, Inc.     U75000AE6 01/19/00 01/19/15     66.386     0.000    2.7499   281.70     0.071346   0.072327   0.073322   0.074330  0.075352     26.18    26.91
Rotech Healthcare, Inc.  U77790AB6 10/06/10 10/15/15     97.189    10.750   11.5019    10.61     0.014935   0.015794   0.016702   0.017663  0.018678      5.67     6.34
Rotech Healthcare, Inc.  U77790AC4 03/17/11 03/15/18     98.197    10.500   10.8747     3.43     0.005814   0.006130   0.006464   0.006815  0.007186      2.22     2.47
Symbion, Inc.            U78644AB4 06/14/11 06/15/16     98.492     8.000    8.3751     4.02     0.007820   0.008147   0.008488   0.008844  0.009214      2.88     3.13
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       



SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2013 1st   2013 2nd   2013 3rd   2014 2nd  2014 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/13      Period     Period    2014 1st    Period    Period      2013     2014 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Tabletop Holdings, Inc.  U81965AA0 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340268   0.340267   0.340267                         122.50    45.60
Sinclair Broadcast Group U82751AE5 05/20/03 07/15/18    100.000    VARIES    9.2480              0.423654   0.439967   0.457035   0.474809  0.493406    160.99   173.77
Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17     97.804     7.500    7.8750     7.34     0.007081   0.007360   0.007650   0.007951  0.008264      2.65     2.86
Sabine Pass LNG, LP      U8596QAC6 09/15/08 11/30/16     79.000     7.500   11.5231    86.11     0.071391   0.075504   0.079855   0.084455  0.089321     26.70    29.87
Tenet Healthcare Corp.   U88030AF5 06/15/09 07/01/19*    95.229     8.875    9.6265    12.01     0.011330                                                 1.84*        
Tenet Healthcare Corp.   U88030AH1 03/03/09 05/01/18*    89.500    10.000   11.9135    31.06     0.028127                                                 1.38*        
United Refining Co.      U9112YAF5 03/08/11 02/28/18     96.444    10.500   11.2489     6.84     0.011333   0.011775   0.012644   0.013137  0.014106      4.38     4.89
Westmoreland Coal Co.    U96068AA6 02/04/11 02/01/18     95.000    10.750   11.8206     9.96     0.015814   0.016749   0.017738   0.018787  0.019897      6.15     6.90
Wynn Las Vegas, LLC      U98347AE4 10/19/09 11/01/17*    97.823     7.875    8.2509     7.03     0.006971   0.007259                                      2.14*        
    -----------------------------                                                                                                                                      
    *  Called in 2013; reportable OID is computed to call date.                                                                                                        





SECTION I-C Inflation Indexed Debt Instruments




                                                       Inflation-Adj   Stated
                                  Issue     Maturity    Principal on  Interest  Total OID    2013 1st   2013 2nd   2013 3rd    Calendar Year
Name of Issuer       CUSIP No.     Date      Date       Issue Date      Rate    to 1/1/13     Period     Period     Period         2013
______________       _________   ________  _________    ___________   ________  _________    ________   ________   ________    _____________
U.S. Treasury        912810FD5   04/15/98  04/15/28      100.000       3.625%     430.18     -0.009326   0.086585   -0.014022      13.78
U.S. Treasury        912810FH6   04/15/99  04/15/29      100.000       3.875%     407.09     -0.009175   0.085187   -0.013796      13.56
U.S. Treasury        912810FQ6   10/15/01  04/15/32      100.000       3.375%     303.19     -0.008498   0.078897   -0.012777      12.56
U.S. Treasury        912828BD1   07/15/03  07/15/13      100.000       1.875%     259.45     -0.192497   0.057032                   7.63
U.S. Treasury        912828BW9   01/15/04  01/15/14      100.000       2.000%     251.89     -0.191341   0.056690    0.026361      12.06
U.S. Treasury        912810FR4   07/15/04  01/15/25      100.000       2.375%     227.17     -0.187562   0.055570    0.025840      11.83
U.S. Treasury        912828CP3   07/15/04  07/15/14      100.000       2.000%     227.17     -0.187562   0.055570    0.025840      11.83
U.S. Treasury        912828DH0   01/15/05  01/15/15      100.000       1.625%     211.43     -0.185157   0.054858    0.025509      11.67
U.S. Treasury        912828EA4   07/15/05  07/15/15      100.000       1.875%     189.23     -0.181764   0.053852    0.025041      11.46
U.S. Treasury        912810FS2   01/15/06  01/15/26      100.000       2.000%     165.46     -0.178130   0.052776    0.024541      11.23
U.S. Treasury        912828ET3   01/15/06  01/15/16      100.000       2.000%     165.46     -0.178130   0.052776    0.024541      11.23
U.S. Treasury        912828FL9   07/15/06  07/15/16      100.000       2.500%     145.41     -0.175066   0.051868    0.024119      11.04
U.S. Treasury        912810PS1   01/15/07  01/15/27      100.000       2.375%     147.04     -0.175315   0.051942    0.024153      11.05
U.S. Treasury        912828GD6   01/15/07  01/15/17      100.000       2.375%     147.04     -0.175315   0.051942    0.024153      11.05
U.S. Treasury        912828GX2   07/15/07  07/15/17      100.000       2.625%     116.09     -0.170585   0.050540    0.023501      10.75
U.S. Treasury        912828JE1   07/15/08  07/15/18      100.000       0.375%      72.70     -0.163953   0.048575    0.022588      10.34
U.S. Treasury        912828HN3   01/15/08  01/15/18      100.000       1.625%     104.16     -0.168761   0.050000    0.023250      10.64
U.S. Treasury        912810PV4   01/15/08  01/15/28      100.000       1.750%     104.16     -0.168761   0.050000    0.023250      10.64
U.S. Treasury        912828HW3   04/15/08  04/15/13      100.000       0.625%      94.39     -0.007136                             -0.74
U.S. Treasury        912810PZ5   01/15/09  01/15/29      100.000       2.500%      77.40     -0.164671   0.048788    0.022686      10.38
U.S. Treasury        912828JX9   01/15/09  01/15/19      100.000       2.125%      77.40     -0.164671   0.048788    0.022686      10.38
U.S. Treasury        912828KM1   04/15/09  04/15/14      100.000       1.250%      93.01     -0.007127   0.066172   -0.010717      10.53
U.S. Treasury        912828LA6   07/15/09  07/15/19      100.000       1.875%      83.36     -0.165582   0.049058    0.022812      10.44
U.S. Treasury        912828MF4   01/15/10  01/15/20      100.000       1.375%      69.69     -0.163494   0.048439    0.022524      10.31
U.S. Treasury        912810QF8   02/15/10  02/15/40      100.000       2.125%      70.22     -0.144557   0.084007    0.011601      10.31
U.S. Treasury        912828MY3   04/15/10  04/15/15      100.000       0.500%      67.39     -0.006960   0.064621   -0.010465      10.29
U.S. Treasury        912828NM8   07/15/10  07/15/20      100.000       1.250%      60.67     -0.162115   0.048031    0.022334      10.22
U.S. Treasury        912828PP9   01/15/11  01/15/21      100.000       1.125%      57.44     -0.161620   0.047884    0.022266      10.19
U.S. Treasury        912810QP6   02/15/11  02/15/41      100.000       2.125%      56.29     -0.142675   0.082913    0.011450      10.18
U.S. Treasury        912828QD5   04/15/11  04/15/16      100.000       0.125%      47.96     -0.006833   0.063445   -0.010275      10.10
U.S. Treasury        912828QV5   07/15/11  07/15/21      100.000       0.625%      26.32     -0.156865   0.046475    0.021611       9.89
U.S. Treasury        912828SA9   01/15/12  01/15/22      100.000       0.125%      22.01     -0.156206   0.046280    0.021520       9.85
U.S. Treasury        912810QV3   02/15/12  02/15/42      100.000       0.750%      23.70     -0.138274   0.080356    0.011097       9.86
U.S. Treasury        912828SQ4   04/15/12  04/15/17      100.000       0.125%      18.43     -0.006641   0.061657   -0.009985       9.81
U.S. Treasury        912828TE0   07/15/12  07/15/22      100.000       0.125%       5.89     -0.153741   0.045550    0.021181       9.69
U.S. Treasury        912828UH1   01/15/13  01/15/23      100.000       0.125%                            0.045380    0.021102      11.80
U.S. Treasury        912810RA8   02/15/13  02/15/43      100.000       0.625%                            0.078975    0.010907      15.81
U.S. Treasury        912828UX6   04/15/13  04/15/18      100.000       0.125%                            0.060582   -0.009811      10.32
U.S. Treasury        912828VM9   07/15/13  07/15/23      100.000       0.375%                                        0.020930       3.56


                                    Section II

                          STRIPPED COMPONENTS OF U.S. TREASURY AND
                              GOVERNMENT-SPONSORED ENTERPRISES
 
 
   FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped
   interest & principal components per $1000 Maturity Value (for calendar year 2013).
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/13    03/31/13      0.12            01/01/24    03/31/24      16.19
     04/01/13    06/30/13      0.55            04/01/24    06/30/24      16.25
     07/01/13    09/30/13      0.97            07/01/24    09/30/24      16.36
     10/01/13    12/31/13      1.60            10/01/24    12/31/24      16.41
     01/01/14    03/31/14      1.80            01/01/25    03/31/25      16.52
     04/01/14    06/30/14      2.00            04/01/25    06/30/25      16.56
     07/01/14    09/30/14      2.29            07/01/25    09/30/25      16.60
     10/01/14    12/31/14      2.49            10/01/25    12/31/25      16.63
     01/01/15    03/31/15      2.79            01/01/26    03/31/26      16.66
     04/01/15    06/30/15      2.98            04/01/26    06/30/26      16.69
     07/01/15    09/30/15      3.28            07/01/26    09/30/26      16.71
     10/01/15    12/31/15      3.57            10/01/26    12/31/26      16.73
     01/01/16    03/31/16      3.96            01/01/27    03/31/27      16.69
     04/01/16    06/30/16      4.35            04/01/27    06/30/27      16.71
     07/01/16    09/30/16      4.73            07/01/27    09/30/27      16.72
     10/01/16    12/31/16      5.12            10/01/27    12/31/27      16.73
     01/01/17    03/31/17      5.60            01/01/28    03/31/28      16.74
     04/01/17    06/30/17      6.07            04/01/28    06/30/28      16.74
     07/01/17    09/30/17      6.54            07/01/28    09/30/28      16.74
     10/01/17    12/31/17      7.01            10/01/28    12/31/28      16.74
     01/01/18    03/31/18      7.56            01/01/29    03/31/29      16.74
     04/01/18    06/30/18      8.02            04/01/29    06/30/29      16.68
     07/01/18    09/30/18      8.56            07/01/29    09/30/29      16.67
     10/01/18    12/31/18      9.10            10/01/29    12/31/29      16.66
     01/01/19    03/31/19      9.63            01/01/30    03/31/30      16.60
     04/01/19    06/30/19     10.15            04/01/30    06/30/30      16.58
     07/01/19    09/30/19     10.57            07/01/30    09/30/30      16.52
     10/01/19    12/31/19     11.07            10/01/30    12/31/30      16.45
     01/01/20    03/31/20     11.57            01/01/31    03/31/31      16.38
     04/01/20    06/30/20     11.97            04/01/31    06/30/31      16.31
     07/01/20    09/30/20     12.45            07/01/31    09/30/31      16.29
     10/01/20    12/31/20     12.83            10/01/31    12/31/31      16.22
     01/01/21    03/31/21     13.20            01/01/32    03/31/32      16.15
     04/01/21    06/30/21     13.57            04/01/32    06/30/32      16.07
     07/01/21    09/30/21     14.01            07/01/32    09/30/32      16.00
     10/01/21    12/31/21     14.27            10/01/32    12/31/32      15.93
     01/01/22    03/31/22     14.61            01/01/33    03/31/33      15.85
     04/01/22    06/30/22     14.86            04/01/33    06/30/33      15.78
     07/01/22    09/30/22     15.18            07/01/33    09/30/33      15.70
     10/01/22    12/31/22     15.42            10/01/33    12/31/33      15.63
     01/01/23    03/31/23     15.57            01/01/34    03/31/34      15.55
     04/01/23    06/30/23     15.79            04/01/34    06/30/34      15.47
     07/01/23    09/30/23     15.93            07/01/34    09/30/34      15.39
     10/01/23    12/31/23     16.06            10/01/34    12/31/34      15.31





                                     (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/35    03/31/35     15.23            07/01/44    09/30/44      11.77
     04/01/35    06/30/35     15.15            10/01/44    12/31/44      11.68
     07/01/35    09/30/35     15.07            01/01/45    03/31/45      11.58
     10/01/35    12/31/35     14.99            04/01/45    06/30/45      11.49
     01/01/36    03/31/36     14.91            07/01/45    09/30/45      11.40
     04/01/36    06/30/36     14.83            10/01/45    12/31/45      11.31
     07/01/36    09/30/36     14.72            01/01/46    03/31/46      11.22
     10/01/36    12/31/36     14.63            04/01/46    06/30/46      11.13
     01/01/37    03/31/37     14.55            07/01/46    09/30/46      11.04
     04/01/37    06/30/37     14.46            10/01/46    12/31/46      10.95
     07/01/37    09/30/37     14.38            01/01/47    03/31/47      10.86
     10/01/37    12/31/37     14.29            04/01/47    06/30/47      10.78
     01/01/38    03/31/38     14.21            07/01/47    09/30/47      10.69
     04/01/38    06/30/38     14.12            10/01/47    12/31/47      10.61
     07/01/38    09/30/38     14.03            01/01/48    03/31/48      10.52
     10/01/38    12/31/38     13.94            04/01/48    06/30/48      10.44
     01/01/39    03/31/39     13.86            07/01/48    09/30/48      10.36
     04/01/39    06/30/39     13.77            10/01/48    12/31/48      10.27
     07/01/39    09/30/39     13.68            01/01/49    03/31/49      10.19
     10/01/39    12/31/39     13.59            04/01/49    06/30/49      10.11
     01/01/40    03/31/40     13.51            07/01/49    09/30/49      10.03
     04/01/40    06/30/40     13.41            10/01/49    12/31/49       9.95
     07/01/40    09/30/40     13.32            01/01/50    03/31/50       9.88
     10/01/40    12/31/40     13.23            04/01/50    06/30/50       9.80
     01/01/41    03/31/41     13.13            07/01/50    09/30/50       9.72
     04/01/41    06/30/41     13.05            10/01/50    12/31/50       9.65
     07/01/41    09/30/41     12.95            01/01/51    03/31/51       9.57
     10/01/41    12/31/41     12.85            04/01/51    06/30/51       9.50
     01/01/42    03/31/42     12.76            07/01/51    09/30/51       9.42
     04/01/42    06/30/42     12.66            10/01/51    12/31/51       9.35
     07/01/42    09/30/42     12.56            01/01/52    03/31/52       9.28
     10/01/42    12/31/42     12.46            04/01/52    06/30/52       9.20
     01/01/43    03/31/43     12.36            07/01/52    09/30/52       9.13
     04/01/43    06/30/43     12.26            10/01/52    12/31/52       9.06
     07/01/43    09/30/43     12.16            01/01/53    03/31/53       8.99
     10/01/43    12/31/43     12.06            04/01/53    06/30/53       8.92
     01/01/44    03/31/44     11.96            07/01/53    09/30/53       8.85
     04/01/44    06/30/44     11.87            10/01/53    12/31/53       8.78



     Note:  This section lists OID for use SOLELY by brokers and other middlemen
    in preparing information returns for zero coupon instruments issued under the
    Department of the Treasury's STRIPS program, by government-sponsored enterprises
    such as the Resolution Funding Corporation and the Financing Corporation, or as
    instruments backed by U.S. Treasury securities that represent ownership
    interests in such securities.  If you owned or held such debt instruments in 2013,
    do not rely on the amounts listed in this section.  Instead, follow the OID
    computation rules and methods described earlier in this publication under
    "Figuring OID on Stripped Bonds and Coupons."





                               Section III-A

                      Short Term U.S. Treasury Bills
                    Issued at a Discount and Maturing
                      January 2013 - November 2014
                                                   Discount to be
                                 Issue Price      Reported as 2013
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
9127956Z9  01/03/13  07/05/12      99.924                 0.76
9127955V9  01/10/13  01/12/12      99.894                 1.06
9127957B1  01/17/13  07/19/12      99.932                 0.68
9127957C9  01/24/13  07/26/12      99.929                 0.71
9127957D7  01/31/13  08/02/12      99.927                 0.73
9127955Z0  02/07/13  02/09/12      99.858                 1.42
9127957F2  02/14/13  08/16/12      99.927                 0.73
9127957G0  02/21/13  08/23/12      99.927                 0.73
9127957H8  02/28/13  08/30/12      99.929                 0.71
9127956E6  03/07/13  03/08/12      99.828                 1.72
9127957L9  03/14/13  09/13/12      99.934                 0.66
9127957M7  03/21/13  09/20/12      99.934                 0.66
912795Z61  03/28/13  09/27/12      99.929                 0.71
9127956F3  04/04/13  04/05/12      99.813                 1.87
912795Z95  04/11/13  10/11/12      99.927                 0.73
912796EH8  04/15/13  03/06/13      99.988                 0.12
912796AA7  04/18/13  10/18/12      99.924                 0.76
912796AB5  04/25/13  10/25/12      99.924                 0.76
9127956L0  05/02/13  05/03/12      99.813                 1.87
912796AF6  05/09/13  11/08/12      99.924                 0.76
912796AG4  05/16/13  11/15/12      99.927                 0.73
912796AH2  05/23/13  11/23/12      99.932                 0.68
9127956R7  05/30/13  05/31/12      99.813                 1.87
912796AJ8  06/06/13  12/06/12      99.929                 0.71
912796AL3  06/13/13  12/13/12      99.932                 0.68
912796ES4  06/17/13  06/04/13      99.998                 0.02
912796AM1  06/20/13  12/20/12      99.955                 0.45
9127956W6  06/27/13  06/28/12      99.793                 2.07
912796AN9  07/05/13  01/03/13      99.939                 0.61
912796AS8  07/11/13  01/10/13      99.947                 0.53
912796AT6  07/18/13  01/17/13      99.947                 0.53
9127957A3  07/25/13  07/26/12      99.823                 1.77
912796AU3  08/01/13  01/31/13      99.944                 0.56
912796AV1  08/08/13  02/07/13      99.944                 0.56
912796AX7  08/15/13  02/14/13      99.939                 0.61
9127957E5  08/22/13  08/23/12      99.803                 1.97
912796AY5  08/29/13  02/28/13      99.932                 0.68
912796AZ2  09/05/13  03/07/13      99.939                 0.61
912796BB4  09/12/13  03/14/13      99.942                 0.58
912796FL8  09/16/13  09/05/13      99.999                 0.01
912796FM6  09/17/13  09/12/13      99.999                 0.01
9127957K1  09/19/13  09/20/12      99.823                 1.77
912796BC2  09/26/13  03/28/13      99.947                 0.53
912796BD0  10/03/13  04/04/13      99.947                 0.53
912796BF5  10/10/13  04/11/13      99.952                 0.48
912796FU8  10/15/13  10/10/13      99.996                 0.04
912795Z87  10/17/13  10/18/12      99.818                 1.82





                         Section III-A (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912796BG3  10/24/13  04/25/13      99.957                 0.43
912796BH1  10/31/13  05/02/13      99.960                 0.40
912796BK4  11/07/13  05/09/13      99.962                 0.38
912796AE9  11/14/13  11/15/12      99.818                 1.82
912796BL2  11/21/13  05/23/13      99.957                 0.43
912796BM0  11/29/13  05/30/13      99.959                 0.41
912796BN8  12/05/13  06/06/13      99.960                 0.40
912796AK5  12/12/13  12/13/12      99.838                 1.62
912796BQ1  12/19/13  06/20/13      99.962                 0.38
912796BR9  12/26/13  06/27/13      99.947                 0.53





                                                   Discount to be
                                 Issue Price      Reported as 2014
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912796BS7  01/02/14  07/05/13      99.957                 0.43
912796AQ2  01/09/14  01/10/13      99.858                 1.42
912796BU2  01/16/14  07/18/13      99.965                 0.35
912796BV0  01/23/14  07/25/13      99.965                 0.35
912796BW8  01/30/14  08/01/13      99.967                 0.33
912796AR0  02/06/14  02/07/13      99.853                 1.47
912796BY4  02/13/14  08/15/13      99.962                 0.38
912796BZ1  02/20/14  08/22/13      99.962                 0.38
912796CA5  02/27/14  08/29/13      99.967                 0.33
912796AW9  03/06/14  03/07/13      99.848                 1.52
912796CC1  03/13/14  09/12/13      99.982                 0.18
912796CD9  03/20/14  09/19/13      99.985                 0.15
912796CE7  03/27/14  09/26/13      99.975                 0.25
912796BA6  04/03/14  04/04/13      99.858                 1.42
912796CG2  04/10/14  10/10/13      99.970                 0.30
912796CH0  04/17/14  10/17/13      99.924                 0.76
912796CJ6  04/24/14  10/17/13      99.929                 0.71
912796BE8  05/01/14  05/02/13      99.894                 1.06
912796CK3  05/08/14  11/07/13      99.957                 0.43
912796CM9  05/15/14  11/14/13      99.952                 0.48
912796CZ0  05/22/14  11/18/13      99.949                 0.51
912796BJ7  05/29/14  05/30/13      99.864                 1.36
912796BP3  06/26/14  06/27/13      99.838                 1.62
912796BT5  07/24/14  07/25/13      99.884                 1.16
912796BX6  08/21/14  08/22/13      99.864                 1.36
912796CB3  09/18/14  09/19/13      99.879                 1.21
912796CF4  10/16/14  10/17/13      99.838                 1.62
912796CL1  11/13/14  11/14/13      99.864                 1.36





                                 Section III-B



                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2013

                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385AB2  01/02/13  01/06/12      99.879                 1.21
313385AC0  01/03/13  01/04/12      99.848                 1.52
313385AD8  01/04/13  01/10/12      99.890                 1.10
313385AG1  01/07/13  01/12/12      99.860                 1.40
313385AH9  01/08/13  01/12/12      99.859                 1.41
313385AJ5  01/09/13  07/03/12      99.937                 0.63
313385AK2  01/10/13  03/06/12      99.879                 1.21
313385AL0  01/11/13  01/11/12      99.868                 1.32
313385AP1  01/14/13  01/18/12      99.859                 1.41
313385AQ9  01/15/13  02/21/12      99.872                 1.28
313385AR7  01/16/13  07/17/12      99.929                 0.71
313385AS5  01/17/13  01/26/12      99.891                 1.09
313385AT3  01/18/13  01/19/12      99.864                 1.36
313385AX4  01/22/13  01/24/12      99.889                 1.11
313385AY2  01/23/13  07/25/12      99.920                 0.80
313385AZ9  01/24/13  07/16/12      99.925                 0.75
313385BA3  01/25/13  02/09/12      99.893                 1.07
313385BD7  01/28/13  01/31/12      99.859                 1.41
313385BE5  01/29/13  09/25/12      99.965                 0.35
313385BF2  01/30/13  01/31/12      99.888                 1.12
313385BG0  01/31/13  03/06/12      99.871                 1.29
313385BH8  02/01/13  02/07/12      99.880                 1.20
313385BL9  02/04/13  02/07/12      99.879                 1.21
313385BM7  02/05/13  02/09/12      99.879                 1.21
313385BN5  02/06/13  04/03/12      99.863                 1.37
313385BP0  02/07/13  02/22/12      99.825                 1.76
313385BQ8  02/08/13  02/09/12      99.878                 1.22
313385BT2  02/11/13  02/23/12      99.823                 1.77
313385BU9  02/12/13  02/22/12      99.822                 1.78
313385BV7  02/13/13  02/13/12      99.837                 1.63
313385BW5  02/14/13  02/22/12      99.821                 1.79
313385BX3  02/15/13  02/17/12      99.848                 1.52
313385CB0  02/19/13  08/20/12      99.926                 0.74
313385CC8  02/20/13  02/23/12      99.819                 1.81
313385CD6  02/21/13  02/22/12      99.818                 1.82
313385CE4  02/22/13  02/22/12      99.817                 1.83
313385CH7  02/25/13  06/25/12      99.912                 0.88
313385CJ3  02/26/13  06/12/12      99.906                 0.94
313385CK0  02/27/13  08/29/12      99.921                 0.79
313385CL8  02/28/13  07/12/12      99.910                 0.90
313385CM6  03/01/13  04/05/12      99.853                 1.47
313385CQ7  03/04/13  05/30/12      99.884                 1.16
313385CR5  03/05/13  03/16/12      99.843                 1.57
313385CS3  03/06/13  06/06/12      99.901                 0.99





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385CT1  03/07/13  06/07/12      99.901                 0.99
313385CU8  03/08/13  03/12/12      99.809                 1.91
313385CX2  03/11/13  03/12/12      99.808                 1.92
313385CY0  03/12/13  03/14/12      99.849                 1.51
313385CZ7  03/13/13  03/15/12      99.839                 1.61
313385DA1  03/14/13  03/15/12      99.838                 1.62
313385DB9  03/15/13  03/29/12      99.834                 1.66
313385DE3  03/18/13  06/22/12      99.862                 1.38
313385DF0  03/19/13  06/14/12      99.865                 1.35
313385DG8  03/20/13  03/22/12      99.778                 2.22
313385DH6  03/21/13  03/27/12      99.821                 1.79
313385DJ2  03/22/13  03/23/12      99.808                 1.92
313385DM5  03/25/13  09/24/12      99.939                 0.61
313385DN3  03/26/13  04/02/12      99.831                 1.69
313385DP8  03/27/13  05/31/12      99.875                 1.25
313385DQ6  03/28/13  03/28/12      99.813                 1.87
313385DU7  04/01/13  04/03/12      99.788                 2.12
313385DV5  04/02/13  04/11/12      99.782                 2.18
313385DW3  04/03/13  10/03/12      99.921                 0.79
313385DX1  04/04/13  04/04/12      99.795                 2.05
313385DY9  04/05/13  04/12/12      99.831                 1.69
313385EB8  04/08/13  04/16/12      99.792                 2.08
313385EC6  04/09/13  10/11/12      99.930                 0.70
313385ED4  04/10/13  07/25/12      99.899                 1.01
313385EE2  04/11/13  07/16/12      99.880                 1.20
313385EF9  04/12/13  04/18/12      99.830                 1.70
313385EJ1  04/15/13  05/01/12      99.806                 1.94
313385EK8  04/16/13  10/12/12      99.933                 0.67
313385EL6  04/17/13  04/17/12      99.828                 1.72
313385EM4  04/18/13  02/26/13      99.992                 0.08
313385EN2  04/19/13  04/20/12      99.838                 1.62
313385ER3  04/22/13  06/12/12      99.869                 1.31
313385ES1  04/23/13  01/09/13      99.983                 0.17
313385ET9  04/24/13  04/26/12      99.839                 1.61
313385EU6  04/25/13  10/05/12      99.927                 0.73
313385EV4  04/26/13  06/29/12      99.875                 1.25
313385EY8  04/29/13  10/24/12      99.932                 0.68
313385EZ5  04/30/13  07/12/12      99.870                 1.30
313385FA9  05/01/13  05/01/12      99.797                 2.03
313385FB7  05/02/13  05/11/12      99.802                 1.98
313385FC5  05/03/13  05/08/12      99.801                 1.99
313385FF8  05/06/13  05/08/12      99.798                 2.02
313385FG6  05/07/13  05/09/12      99.803                 1.97
313385FH4  05/08/13  06/12/12      99.853                 1.47
313385FJ0  05/09/13  01/29/13      99.983                 0.17
313385FK7  05/10/13  05/16/12      99.830                 1.70
313385FN1  05/13/13  05/17/12      99.789                 2.11
313385FP6  05/14/13  11/05/12      99.926                 0.74
313385FQ4  05/15/13  07/13/12      99.856                 1.45





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385FR2  05/16/13  01/07/13      99.961                 0.39
313385FS0  05/17/13  06/19/12      99.852                 1.48
313385FV3  05/20/13  11/23/12      99.931                 0.69
313385FW1  05/21/13  05/22/12      99.788                 2.12
313385FX9  05/22/13  11/01/12      99.921                 0.79
313385FY7  05/23/13  08/08/12      99.896                 1.04
313385FZ4  05/24/13  10/23/12      99.917                 0.83
313385GD2  05/28/13  05/31/12      99.789                 2.11
313385GE0  05/29/13  07/26/12      99.881                 1.19
313385GF7  05/30/13  06/12/12      99.844                 1.56
313385GG5  05/31/13  06/01/12      99.828                 1.72
313385GK6  06/03/13  06/06/12      99.829                 1.71
313385GL4  06/04/13  06/11/12      99.811                 1.89
313385GM2  06/05/13  06/05/12      99.828                 1.72
313385GN0  06/06/13  06/07/12      99.818                 1.82
313385GP5  06/07/13  06/08/12      99.798                 2.02
313385GS9  06/10/13  06/13/12      99.799                 2.01
313385GT7  06/11/13  06/11/12      99.807                 1.93
313385GU4  06/12/13  12/12/12      99.923                 0.77
313385GV2  06/13/13  06/14/12      99.828                 1.72
313385GW0  06/14/13  06/14/12      99.797                 2.03
313385GZ3  06/17/13  06/22/12      99.790                 2.10
313385HA7  06/18/13  06/19/12      99.798                 2.02
313385HB5  06/19/13  06/21/12      99.808                 1.92
313385HC3  06/20/13  06/22/12      99.829                 1.71
313385HD1  06/21/13  06/22/12      99.798                 2.02
313385HG4  06/24/13  12/11/12      99.930                 0.70
313385HH2  06/25/13  09/24/12      99.893                 1.07
313385HJ8  06/26/13  09/17/12      99.890                 1.10
313385HK5  06/27/13  06/27/12      99.777                 2.23
313385HL3  06/28/13  06/28/12      99.777                 2.23
313385HP4  07/01/13  07/02/12      99.778                 2.22
313385HQ2  07/02/13  07/05/12      99.779                 2.21
313385HR0  07/03/13  07/05/12      99.778                 2.22
313385HT6  07/05/13  07/10/12      99.810                 1.90
313385HW9  07/08/13  08/01/12      99.858                 1.42
313385HX7  07/09/13  07/09/12      99.777                 2.23
313385HY5  07/10/13  07/25/12      99.854                 1.46
313385HZ2  07/11/13  07/12/12      99.808                 1.92
313385JA5  07/12/13  07/13/12      99.808                 1.92
313385JD9  07/15/13  07/17/12      99.808                 1.92
313385JE7  07/16/13  07/23/12      99.841                 1.59
313385JF4  07/17/13  07/18/12      99.788                 2.12
313385JG2  07/18/13  07/20/12      99.829                 1.71
313385JH0  07/19/13  12/12/12      99.921                 0.79
313385JL1  07/22/13  01/28/13      99.951                 0.49
313385JM9  07/23/13  07/25/12      99.849                 1.51
313385JN7  07/24/13  07/26/12      99.798                 2.02





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385JP2  07/25/13  08/30/12      99.863                 1.37
313385JQ0  07/26/13  10/26/12      99.886                 1.14
313385JT4  07/29/13  12/31/12      99.918                 0.82
313385JU1  07/30/13  10/05/12      99.892                 1.08
313385JV9  07/31/13  11/29/12      99.905                 0.95
313385JW7  08/01/13  08/08/12      99.841                 1.59
313385JX5  08/02/13  01/14/13      99.939                 0.61
313385KA3  08/05/13  08/14/12      99.832                 1.68
313385KB1  08/06/13  08/06/12      99.812                 1.88
313385KC9  08/07/13  08/22/12      99.844                 1.56
313385KD7  08/08/13  01/24/13      99.951                 0.49
313385KE5  08/09/13  08/14/12      99.830                 1.70
313385KH8  08/12/13  09/17/12      99.863                 1.37
313385KJ4  08/13/13  12/17/12      99.914                 0.86
313385KK1  08/14/13  08/17/12      99.839                 1.61
313385KL9  08/15/13  12/31/12      99.937                 0.63
313385KM7  08/16/13  02/15/13      99.928                 0.72
313385KQ8  08/19/13  11/16/12      99.893                 1.07
313385KR6  08/20/13  04/04/13      99.973                 0.27
313385KS4  08/21/13  02/20/13      99.927                 0.73
313385KT2  08/22/13  01/14/13      99.939                 0.61
313385KU9  08/23/13  09/06/12      99.844                 1.56
313385KX3  08/26/13  08/28/12      99.819                 1.81
313385KY1  08/27/13  03/28/13      99.966                 0.34
313385KZ8  08/28/13  08/29/12      99.809                 1.91
313385LA2  08/29/13  08/31/12      99.819                 1.81
313385LB0  08/30/13  08/30/12      99.807                 1.93
313385LF1  09/03/13  09/06/12      99.839                 1.61
313385LG9  09/04/13  11/05/12      99.849                 1.51
313385LH7  09/05/13  09/07/12      99.839                 1.61
313385LJ3  09/06/13  11/05/12      99.848                 1.52
313385LM6  09/09/13  09/17/12      99.822                 1.78
313385LN4  09/10/13  09/11/12      99.838                 1.62
313385LP9  09/11/13  01/09/13      99.925                 0.75
313385LQ7  09/12/13  09/14/12      99.839                 1.61
313385LR5  09/13/13  10/25/12      99.856                 1.44
313385LU8  09/16/13  11/16/12      99.873                 1.27
313385LV6  09/17/13  09/26/12      99.832                 1.68
313385LW4  09/18/13  09/24/12      99.830                 1.70
313385LX2  09/19/13  09/19/12      99.828                 1.72
313385LY0  09/20/13  09/21/12      99.828                 1.72
313385MB9  09/23/13  09/27/12      99.830                 1.70
313385MC7  09/24/13  09/28/12      99.830                 1.70
313385MD5  09/25/13  09/25/12      99.818                 1.82
313385ME3  09/26/13  10/02/12      99.830                 1.70
313385MF0  09/27/13  04/09/13      99.962                 0.38
313385MJ2  09/30/13  10/05/12      99.860                 1.40
313385MK9  10/01/13  10/09/12      99.851                 1.49





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385ML7  10/02/13  10/04/12      99.829                 1.71
313385MM5  10/03/13  10/03/12      99.828                 1.72
313385MN3  10/04/13  10/05/12      99.828                 1.72
313385MR4  10/07/13  02/07/13      99.933                 0.67
313385MS2  10/08/13  06/12/13      99.984                 0.16
313385MT0  10/09/13  04/03/13      99.948                 0.53
313385MU7  10/10/13  02/06/13      99.932                 0.68
313385MV5  10/11/13  10/15/12      99.850                 1.50
313385MZ6  10/15/13  10/19/12      99.799                 2.01
313385NA0  10/16/13  02/07/13      99.930                 0.70
313385NB8  10/17/13  01/14/13      99.908                 0.92
313385NC6  10/18/13  12/21/12      99.908                 0.92
313385NF9  10/21/13  01/16/13      99.907                 0.93
313385NG7  10/22/13  01/30/13      99.912                 0.88
313385NH5  10/23/13  04/05/13      99.944                 0.56
313385NJ1  10/24/13  12/11/12      99.868                 1.32
313385NK8  10/25/13  12/19/12      99.905                 0.95
313385NN2  10/28/13  12/18/12      99.887                 1.13
313385NP7  10/29/13  02/08/13      99.934                 0.66
313385NQ5  10/30/13  12/21/12      99.904                 0.96
313385NR3  10/31/13  05/02/13      99.960                 0.40
313385NS1  11/01/13  11/05/12      99.840                 1.60
313385NV4  11/04/13  12/17/12      99.884                 1.16
313385NW2  11/05/13  11/08/12      99.839                 1.61
313385NX0  11/06/13  12/07/12      99.852                 1.48
313385NY8  11/07/13  12/12/12      99.853                 1.47
313385NZ5  11/08/13  12/12/12      99.853                 1.47
313385PD2  11/12/13  02/07/13      99.915                 0.85
313385PE0  11/13/13  11/20/12      99.841                 1.59
313385PF7  11/14/13  01/11/13      99.898                 1.02
313385PG5  11/15/13  12/17/12      99.861                 1.39
313385PK6  11/18/13  02/07/13      99.913                 0.87
313385PL4  11/19/13  12/20/12      99.889                 1.11
313385PM2  11/20/13  11/21/12      99.838                 1.62
313385PN0  11/21/13  11/27/12      99.821                 1.79
313385PP5  11/22/13  11/28/12      99.821                 1.79
313385PS9  11/25/13  03/27/13      99.926                 0.74
313385PT7  11/26/13  07/25/13      99.990                 0.10
313385PU4  11/27/13  12/20/12      99.886                 1.14
313385PW0  11/29/13  12/14/12      99.854                 1.46
313385PZ3  12/02/13  12/05/12      99.839                 1.61
313385QA7  12/03/13  12/05/12      99.839                 1.61
313385QB5  12/04/13  03/18/13      99.913                 0.87
313385QC3  12/05/13  12/06/12      99.838                 1.62
313385QD1  12/06/13  03/14/13      99.911                 0.89
313385QG4  12/09/13  05/30/13      99.957                 0.43
313385QH2  12/10/13  12/12/12      99.819                 1.81





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385QG4  12/09/13  05/30/13      99.957                 0.43
313385QH2  12/10/13  12/12/12      99.819                 1.81
313385QJ8  12/11/13  12/14/12      99.839                 1.61
313385QK5  12/12/13  12/31/12      99.885                 1.15
313385QL3  12/13/13  12/18/12      99.870                 1.30
313385QP4  12/16/13  01/31/13      99.894                 1.06
313385QQ2  12/17/13  12/20/12      99.869                 1.31
313385QR0  12/18/13  12/18/12      99.838                 1.62
313385QS8  12/19/13  12/19/12      99.833                 1.67
313385QT6  12/20/13  12/20/12      99.836                 1.64
313385QW9  12/23/13  01/10/13      99.884                 1.16
313385QX7  12/24/13  04/15/13      99.930                 0.70
313385QZ2  12/26/13  06/26/13      99.929                 0.71
313385RA6  12/27/13  01/03/13      99.831                 1.69
313385RD0  12/30/13  01/04/13      99.840                 1.60
313385RE8  12/31/13  01/07/13      99.841                 1.59





                                 Section III-C



                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2013

                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589AB9  01/02/13  01/09/12      99.850                 1.50
313589AC7  01/03/13  01/10/12      99.860                 1.40
313589AD5  01/04/13  01/10/12      99.860                 1.40
313589AG8  01/07/13  01/17/12      99.862                 1.38
313589AH6  01/08/13  01/17/12      99.861                 1.39
313589AJ2  01/09/13  01/18/12      99.861                 1.39
313589AK9  01/10/13  01/17/12      99.860                 1.40
313589AL7  01/11/13  01/17/12      99.860                 1.40
313589AP8  01/14/13  08/08/12      99.938                 0.62
313589AQ6  01/15/13  08/16/12      99.941                 0.59
313589AR4  01/16/13  01/23/12      99.870                 1.30
313589AS2  01/17/13  11/08/12      99.981                 0.19
313589AT0  01/18/13  08/15/12      99.939                 0.61
313589AX1  01/22/13  07/16/12      99.916                 0.84
313589AY9  01/23/13  07/25/12      99.919                 0.81
313589AZ6  01/24/13  09/04/12      99.957                 0.43
313589BA0  01/25/13  07/17/12      99.920                 0.80
313589BD4  01/28/13  08/16/12      99.936                 0.64
313589BE2  01/29/13  08/09/12      99.933                 0.67
313589BF9  01/30/13  08/01/12      99.923                 0.77
313589BG7  01/31/13  12/07/12      99.992                 0.08
313589BH5  02/01/13  07/12/12      99.915                 0.85
313589BL6  02/04/13  08/21/12      99.935                 0.65
313589BM4  02/05/13  07/13/12      99.902                 0.98
313589BN2  02/06/13  07/13/12      99.902                 0.98
313589BP7  02/07/13  08/01/12      99.937                 0.63
313589BQ5  02/08/13  08/29/12      99.941                 0.59
313589BT9  02/11/13  08/22/12      99.938                 0.62
313589BU6  02/12/13  08/22/12      99.937                 0.63
313589BV4  02/13/13  08/15/12      99.917                 0.83
313589BW2  02/14/13  07/18/12      99.918                 0.82
313589BX0  02/15/13  07/16/12      99.899                 1.01
313589CB7  02/19/13  09/14/12      99.943                 0.57
313589CC5  02/20/13  08/22/12      99.919                 0.81
313589CD3  02/21/13  08/15/12      99.921                 0.79
313589CE1  02/22/13  08/13/12      99.920                 0.80
313589CH4  02/25/13  08/09/12      99.917                 0.83
313589CJ0  02/26/13  12/12/12      99.983                 0.17
313589CK7  02/27/13  08/29/12      99.922                 0.78
313589CL5  02/28/13  07/13/12      99.891                 1.09
313589CM3  03/01/13  08/15/12      99.912                 0.88
313589CQ4  03/04/13  07/27/12      99.927                 0.73
313589CR2  03/05/13  08/10/12      99.908                 0.92





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589CS0  03/06/13  08/10/12      99.908                 0.92
313589CT8  03/07/13  08/14/12      99.909                 0.91
313589CU5  03/08/13  09/18/12      99.934                 0.66
313589CX9  03/11/13  08/14/12      99.907                 0.93
313589CY7  03/12/13  09/17/12      99.932                 0.68
313589CZ4  03/13/13  07/27/12      99.924                 0.76
313589DA8  03/14/13  08/08/12      99.915                 0.85
313589DB6  03/15/13  07/25/12      99.922                 0.78
313589DE0  03/18/13  08/23/12      99.920                 0.80
313589DF7  03/19/13  08/13/12      99.903                 0.97
313589DG5  03/20/13  09/19/12      99.924                 0.76
313589DH3  03/21/13  09/13/12      99.932                 0.68
313589DJ9  03/22/13  08/07/12      99.912                 0.88
313589DM2  03/25/13  08/09/12      99.899                 1.01
313589DN0  03/26/13  09/13/12      99.930                 0.70
313589DP5  03/27/13  09/26/12      99.922                 0.78
313589DQ3  03/28/13  08/09/12      99.897                 1.03
313589DR1  03/29/13  07/26/12      99.918                 0.82
313589DU4  04/01/13  08/10/12      99.896                 1.04
313589DV2  04/02/13  09/10/12      99.921                 0.79
313589DW0  04/03/13  08/15/12      99.897                 1.03
313589DX8  04/04/13  08/29/12      99.915                 0.85
313589DY6  04/05/13  08/10/12      99.894                 1.06
313589EB5  04/08/13  11/20/12      99.946                 0.54
313589EC3  04/09/13  01/17/13      99.982                 0.18
313589ED1  04/10/13  10/10/12      99.923                 0.77
313589EE9  04/11/13  01/23/13      99.985                 0.15
313589EF6  04/12/13  07/31/12      99.915                 0.85
313589EJ8  04/15/13  08/16/12      99.892                 1.08
313589EK5  04/16/13  10/02/12      99.940                 0.60
313589EL3  04/17/13  08/17/12      99.892                 1.08
313589EM1  04/18/13  09/07/12      99.907                 0.93
313589EN9  04/19/13  09/17/12      99.911                 0.89
313589ER0  04/22/13  10/02/12      99.933                 0.67
313589ES8  04/23/13  01/08/13      99.980                 0.20
313589ET6  04/24/13  08/10/12      99.886                 1.14
313589EU3  04/25/13  08/09/12      99.885                 1.15
313589EV1  04/26/13  08/30/12      99.900                 1.00
313589EY5  04/29/13  10/16/12      99.919                 0.81
313589EZ2  04/30/13  07/17/12      99.880                 1.20
313589FA6  05/01/13  08/07/12      99.889                 1.11
313589FB4  05/02/13  10/19/12      99.924                 0.76
313589FC2  05/03/13  08/29/12      99.897                 1.03
313589FF5  05/06/13  08/23/12      99.893                 1.07
313589FG3  05/07/13  11/14/12      99.923                 0.77
313589FH1  05/08/13  11/07/12      99.917                 0.83
313589FJ7  05/09/13  01/23/13      99.976                 0.24
313589FK4  05/10/13  07/17/12      99.868                 1.32





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589FN8  05/13/13  01/09/13      99.972                 0.28
313589FP3  05/14/13  10/12/12      99.917                 0.83
313589FQ1  05/15/13  09/07/12      99.903                 0.97
313589FR9  05/16/13  11/06/12      99.915                 0.85
313589FS7  05/17/13  09/27/12      99.916                 0.84
313589FV0  05/20/13  08/20/12      99.871                 1.29
313589FW8  05/21/13  08/23/12      99.880                 1.20
313589FX6  05/22/13  11/21/12      99.919                 0.81
313589FY4  05/23/13  08/23/12      99.879                 1.21
313589FZ1  05/24/13  07/26/12      99.891                 1.09
313589GD9  05/28/13  11/01/12      99.925                 0.75
313589GE7  05/29/13  07/18/12      99.860                 1.40
313589GF4  05/30/13  09/11/12      99.891                 1.09
313589GG2  05/31/13  08/27/12      99.877                 1.23
313589GK3  06/03/13  08/01/12      99.890                 1.10
313589GL1  06/04/13  01/18/13      99.962                 0.38
313589GM9  06/05/13  08/31/12      99.869                 1.31
313589GN7  06/06/13  08/23/12      99.864                 1.36
313589GP2  06/07/13  11/02/12      99.910                 0.90
313589GS6  06/10/13  11/02/12      99.908                 0.92
313589GT4  06/11/13  12/28/12      99.950                 0.50
313589GU1  06/12/13  10/18/12      99.908                 0.92
313589GV9  06/13/13  09/18/12      99.881                 1.19
313589GW7  06/14/13  09/06/12      99.883                 1.17
313589GZ0  06/17/13  08/16/12      99.848                 1.52
313589HA4  06/18/13  12/03/12      99.923                 0.77
313589HB2  06/19/13  10/17/12      99.898                 1.02
313589HC0  06/20/13  08/23/12      99.858                 1.42
313589HD8  06/21/13  08/09/12      99.860                 1.40
313589HG1  06/24/13  11/21/12      99.910                 0.90
313589HH9  06/25/13  08/24/12      99.856                 1.44
313589HJ5  06/26/13  12/26/12      99.927                 0.73
313589HK2  06/27/13  07/17/12      99.837                 1.63
313589HL0  06/28/13  08/30/12      99.857                 1.43
313589HP1  07/01/13  08/09/12      99.846                 1.54
313589HQ9  07/02/13  01/24/13      99.956                 0.44
313589HR7  07/03/13  08/29/12      99.855                 1.45
313589HT3  07/05/13  08/09/12      99.844                 1.56
313589HW6  07/08/13  08/22/12      99.840                 1.60
313589HX4  07/09/13  08/16/12      99.837                 1.63
313589HY2  07/10/13  11/20/12      99.903                 0.97
313589HZ9  07/11/13  10/19/12      99.890                 1.10
313589JA2  07/12/13  10/10/12      99.901                 0.99
313589JD6  07/15/13  08/13/12      99.841                 1.59
313589JE4  07/16/13  01/22/13      99.951                 0.49
313589JF1  07/17/13  08/28/12      99.839                 1.61
313589JG9  07/18/13  10/19/12      99.887                 1.13





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589JH7  07/19/13  09/20/12      99.866                 1.34
313589JL8  07/22/13  09/27/12      99.884                 1.16
313589JM6  07/23/13  01/31/13      99.962                 0.38
313589JN4  07/24/13  10/17/12      99.876                 1.24
313589JP9  07/25/13  08/23/12      99.841                 1.59
313589JQ7  07/26/13  11/15/12      99.888                 1.12
313589JT1  07/29/13  01/09/13      99.939                 0.61
313589JU8  07/30/13  09/28/12      99.881                 1.19
313589JV6  07/31/13  08/15/12      99.825                 1.75
313589JW4  08/01/13  08/23/12      99.829                 1.71
313589JX2  08/02/13  08/29/12      99.831                 1.69
313589KA0  08/05/13  12/27/12      99.932                 0.68
313589KB8  08/06/13  08/28/12      99.829                 1.71
313589KC6  08/07/13  08/22/12      99.825                 1.75
313589KD4  08/08/13  08/17/12      99.822                 1.78
313589KE2  08/09/13  08/22/12      99.824                 1.76
313589KH5  08/12/13  12/27/12      99.930                 0.70
313589KJ1  08/13/13  11/15/12      99.872                 1.28
313589KK8  08/14/13  02/13/13      99.934                 0.66
313589KL6  08/15/13  11/15/12      99.871                 1.29
313589KM4  08/16/13  08/24/12      99.822                 1.78
313589KQ5  08/19/13  12/27/12      99.928                 0.72
313589KR3  08/20/13  11/02/12      99.871                 1.29
313589KS1  08/21/13  02/01/13      99.939                 0.61
313589KT9  08/22/13  02/08/13      99.935                 0.65
313589KU6  08/23/13  09/12/12      99.837                 1.63
313589KX0  08/26/13  11/06/12      99.870                 1.30
313589KY8  08/27/13  12/31/12      99.914                 0.86
313589KZ5  08/28/13  09/26/12      99.860                 1.40
313589LA9  08/29/13  02/15/13      99.935                 0.65
313589LB7  08/30/13  09/18/12      99.837                 1.63
313589LF8  09/03/13  10/24/12      99.869                 1.31
313589LG6  09/04/13  12/18/12      99.913                 0.87
313589LH4  09/05/13  01/23/13      99.925                 0.75
313589LJ0  09/06/13  01/23/13      99.925                 0.75
313589LM3  09/09/13  02/06/13      99.928                 0.72
313589LN1  09/10/13  01/17/13      99.921                 0.79
313589LP6  09/11/13  01/08/13      99.918                 0.82
313589LQ4  09/12/13  01/22/13      99.922                 0.78
313589LR2  09/13/13  01/23/13      99.922                 0.78
313589LU5  09/16/13  11/29/12      99.879                 1.21
313589LV3  09/17/13  04/30/13      99.969                 0.31
313589LW1  09/18/13  11/23/12      99.875                 1.25
313589LX9  09/19/13  04/08/13      99.964                 0.36
313589LY7  09/20/13  01/04/13      99.906                 0.94
313589MB6  09/23/13  11/15/12      99.861                 1.39
313589MC4  09/24/13  12/19/12      99.907                 0.93
313589MD2  09/25/13  12/18/12      99.906                 0.94





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589ME0  09/26/13  11/21/12      99.871                 1.29
313589MF7  09/27/13  01/11/13      99.921                 0.79
313589MJ9  09/30/13  10/11/12      99.843                 1.57
313589MK6  10/01/13  12/07/12      99.868                 1.32
313589ML4  10/02/13  01/11/13      99.912                 0.88
313589MM2  10/03/13  11/15/12      99.848                 1.52
313589MN0  10/04/13  11/13/12      99.838                 1.62
313589MR1  10/07/13  11/15/12      99.846                 1.54
313589MS9  10/08/13  12/19/12      99.894                 1.06
313589MT7  10/09/13  11/19/12      99.856                 1.44
313589MU4  10/10/13  12/27/12      99.880                 1.20
313589MV2  10/11/13  01/09/13      99.901                 0.99
313589MZ3  10/15/13  01/16/13      99.902                 0.98
313589NA7  10/16/13  02/22/13      99.902                 0.98
313589NB5  10/17/13  02/06/13      99.916                 0.84
313589NC3  10/18/13  01/09/13      99.898                 1.02
313589NF6  10/21/13  02/11/13      99.909                 0.91
313589NG4  10/22/13  12/19/12      99.889                 1.11
313589NH2  10/23/13  12/17/12      99.888                 1.12
313589NJ8  10/24/13  11/08/12      99.835                 1.65
313589NK5  10/25/13  11/15/12      99.828                 1.72
313589NN9  10/28/13  02/25/13      99.898                 1.02
313589NP4  10/29/13  12/19/12      99.887                 1.13
313589NQ2  10/30/13  02/15/13      99.907                 0.93
313589NR0  10/31/13  01/16/13      99.896                 1.04
313589NS8  11/01/13  01/15/13      99.895                 1.05
313589NV1  11/04/13  02/15/13      99.898                 1.02
313589NW9  11/05/13  02/25/13      99.888                 1.12
313589NX7  11/06/13  02/12/13      99.896                 1.04
313589NY5  11/07/13  05/02/13      99.953                 0.47
313589NZ2  11/08/13  02/12/13      99.895                 1.05
313589PD9  11/12/13  01/08/13      99.889                 1.11
313589PE7  11/13/13  05/15/13      99.950                 0.50
313589PF4  11/14/13  05/03/13      99.951                 0.49
313589PG2  11/15/13  01/09/13      99.888                 1.12
313589PK3  11/18/13  01/24/13      99.892                 1.08
313589PL1  11/19/13  04/26/13      99.948                 0.52
313589PM9  11/20/13  02/22/13      99.880                 1.20
313589PN7  11/21/13  03/07/13      99.906                 0.94
313589PP2  11/22/13  06/05/13      99.958                 0.42
313589PS6  11/25/13  02/20/13      99.884                 1.16
313589PT4  11/26/13  01/18/13      99.887                 1.13
313589PU1  11/27/13  01/25/13      99.898                 1.02
313589PW7  11/29/13  01/24/13      99.888                 1.12
313589PZ0  12/02/13  01/15/13      99.875                 1.25
313589QA4  12/03/13  08/13/13      99.984                 0.16
313589QB2  12/04/13  05/02/13      99.946                 0.54





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589QC0  12/05/13  02/26/13      99.875                 1.25
313589QD8  12/06/13  07/22/13      99.979                 0.21
313589QG1  12/09/13  01/31/13      99.905                 0.95
313589QH9  12/10/13  03/05/13      99.899                 1.01
313589QJ5  12/11/13  06/12/13      99.947                 0.53
313589QK2  12/12/13  01/22/13      99.874                 1.26
313589QL0  12/13/13  01/17/13      99.872                 1.28
313589QP1  12/16/13  01/15/13      99.860                 1.40
313589QQ9  12/17/13  03/05/13      99.888                 1.12
313589QR7  12/18/13  02/28/13      99.870                 1.30
313589QS5  12/19/13  01/14/13      99.868                 1.32
313589QT3  12/20/13  01/17/13      99.860                 1.40
313589QW6  12/23/13  01/23/13      99.861                 1.39
313589QX4  12/24/13  01/23/13      99.860                 1.40
313589QZ9  12/26/13  03/05/13      99.885                 1.15
313589RA3  12/27/13  02/01/13      99.881                 1.19
313589RD7  12/30/13  03/05/13      99.875                 1.25
313589RE5  12/31/13  01/14/13      99.864                 1.36





                                 Section III-D



                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2013

                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313AB4  01/02/13  10/26/12      99.975                 0.25
313313AC2  01/03/13  02/03/12      99.833                 1.68
313313AD0  01/04/13  02/02/12      99.841                 1.59
313313AG3  01/07/13  02/13/12      99.826                 1.74
313313AH1  01/08/13  01/20/12      99.843                 1.57
313313AJ7  01/09/13  02/17/12      99.818                 1.82
313313AK4  01/10/13  12/05/12      99.990                 0.10
313313AL2  01/11/13  01/12/12      99.828                 1.72
313313AP3  01/14/13  01/30/12      99.844                 1.56
313313AQ1  01/15/13  01/20/12      99.830                 1.71
313313AR9  01/16/13  10/10/12      99.959                 0.41
313313AS7  01/17/13  01/18/12      99.828                 1.72
313313AT5  01/18/13  04/05/12      99.840                 1.60
313313AX6  01/22/13  02/02/12      99.823                 1.77
313313AY4  01/23/13  03/23/12      99.813                 1.87
313313AZ1  01/24/13  11/08/12      99.966                 0.34
313313BA5  01/25/13  03/20/12      99.801                 1.99
313313BD9  01/28/13  01/31/12      99.829                 1.71
313313BE7  01/29/13  02/22/12      99.810                 1.90
313313BF4  01/30/13  02/03/12      99.809                 1.91
313313BG2  01/31/13  02/29/12      99.803                 1.97
313313BH0  02/01/13  07/11/12      99.880                 1.20
313313BL1  02/04/13  03/02/12      99.802                 1.98
313313BM9  02/05/13  11/20/12      99.974                 0.26
313313BN7  02/06/13  11/21/12      99.972                 0.28
313313BP2  02/07/13  10/25/12      99.953                 0.47
313313BQ0  02/08/13  11/23/12      99.970                 0.30
313313BT4  02/11/13  12/03/12      99.975                 0.25
313313BU1  02/12/13  03/23/12      99.792                 2.08
313313BV9  02/13/13  08/15/12      99.904                 0.96
313313BW7  02/14/13  02/15/12      99.777                 2.23
313313BX5  02/15/13  03/30/12      99.803                 1.97
313313CB2  02/19/13  12/04/12      99.972                 0.28
313313CC0  02/20/13  01/22/13      99.993                 0.07
313313CD8  02/21/13  05/24/12      99.848                 1.52
313313CE6  02/22/13  01/25/13      99.992                 0.08
313313CH9  02/25/13  04/11/12      99.813                 1.87
313313CJ5  02/26/13  12/11/12      99.974                 0.26
313313CK2  02/27/13  01/30/13      99.995                 0.05
313313CL0  02/28/13  01/03/13      99.983                 0.17
313313CM8  03/01/13  03/02/12      99.778                 2.22
313313CQ9  03/04/13  04/11/12      99.800                 2.00
313313CR7  03/05/13  04/30/12      99.828                 1.72





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313CS5  03/06/13  11/06/12      99.943                 0.57
313313CT3  03/07/13  07/12/12      99.855                 1.45
313313CU0  03/08/13  02/08/13      99.994                 0.06
313313CX4  03/11/13  06/18/12      99.852                 1.48
313313CY2  03/12/13  02/12/13      99.994                 0.06
313313DA3  03/14/13  02/19/13      99.992                 0.08
313313DB1  03/15/13  03/15/12      99.747                 2.54
313313DE5  03/18/13  01/10/13      99.981                 0.19
313313DF2  03/19/13  03/19/12      99.747                 2.54
313313DG0  03/20/13  02/13/13      99.989                 0.11
313313DH8  03/21/13  01/04/13      99.977                 0.23
313313DJ4  03/22/13  07/27/12      99.868                 1.32
313313DM7  03/25/13  08/29/12      99.890                 1.10
313313DN5  03/26/13  07/19/12      99.861                 1.39
313313DP0  03/27/13  07/19/12      99.861                 1.39
313313DQ8  03/28/13  03/30/12      99.768                 2.32
313313DU9  04/01/13  10/15/12      99.916                 0.84
313313DV7  04/02/13  07/19/12      99.857                 1.43
313313DW5  04/03/13  03/05/13      99.990                 0.10
313313DX3  04/04/13  04/04/12      99.767                 2.33
313313DY1  04/05/13  04/09/12      99.759                 2.41
313313EB0  04/08/13  04/30/12      99.790                 2.10
313313EC8  04/09/13  04/09/12      99.757                 2.43
313313ED6  04/10/13  01/09/13      99.972                 0.28
313313EE4  04/11/13  04/24/12      99.785                 2.15
313313EF1  04/12/13  04/13/12      99.757                 2.43
313313EJ3  04/15/13  08/17/12      99.859                 1.41
313313EK0  04/16/13  03/05/13      99.985                 0.15
313313EL8  04/17/13  10/17/12      99.904                 0.96
313313EM6  04/18/13  04/19/12      99.767                 2.33
313313EN4  04/19/13  05/02/12      99.775                 2.25
313313ER5  04/22/13  07/25/12      99.842                 1.58
313313ES3  04/23/13  03/22/13      99.990                 0.10
313313ET1  04/24/13  03/26/13      99.991                 0.09
313313EU8  04/25/13  01/02/13      99.956                 0.44
313313EV6  04/26/13  01/08/13      99.964                 0.36
313313EY0  04/29/13  05/17/12      99.778                 2.22
313313EZ7  04/30/13  05/17/12      99.778                 2.22
313313FA1  05/01/13  05/01/12      99.767                 2.33
313313FB9  05/02/13  01/04/13      99.957                 0.43
313313FC7  05/03/13  05/04/12      99.767                 2.33
313313FF0  05/06/13  05/11/12      99.770                 2.30
313313FG8  05/07/13  04/16/13      99.995                 0.05
313313FH6  05/08/13  04/16/13      99.995                 0.05
313313FJ2  05/09/13  07/09/12      99.806                 1.94
313313FK9  05/10/13  08/17/12      99.845                 1.55
313313FN3  05/13/13  04/17/13      99.994                 0.07
313313FP8  05/14/13  03/12/13      99.977                 0.23





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313FQ6  05/15/13  07/18/12      99.816                 1.84
313313FR4  05/16/13  06/01/12      99.787                 2.13
313313FS2  05/17/13  05/18/12      99.767                 2.33
313313FV5  05/20/13  01/04/13      99.947                 0.53
313313FW3  05/21/13  08/16/12      99.838                 1.62
313313FX1  05/22/13  02/21/13      99.970                 0.30
313313FY9  05/23/13  05/25/12      99.748                 2.52
313313FZ6  05/24/13  07/25/12      99.815                 1.85
313313GD4  05/28/13  08/17/12      99.834                 1.66
313313GE2  05/29/13  08/30/12      99.841                 1.59
313313GF9  05/30/13  04/18/13      99.991                 0.09
313313GG7  05/31/13  10/05/12      99.868                 1.32
313313GK8  06/03/13  04/22/13      99.991                 0.09
313313GL6  06/04/13  11/01/12      99.881                 1.19
313313GM4  06/05/13  11/05/12      99.876                 1.24
313313GN2  06/06/13  11/06/12      99.876                 1.24
313313GP7  06/07/13  04/12/13      99.984                 0.16
313313GS1  06/10/13  05/10/13      99.994                 0.06
313313GT9  06/11/13  05/13/13      99.994                 0.06
313313GU6  06/12/13  05/01/13      99.991                 0.09
313313GV4  06/13/13  05/02/13      99.990                 0.10
313313GW2  06/14/13  06/18/12      99.779                 2.21
313313GZ5  06/17/13  05/06/13      99.991                 0.09
313313HA9  06/18/13  06/18/12      99.767                 2.33
313313HB7  06/19/13  05/08/13      99.991                 0.09
313313HC5  06/20/13  01/08/13      99.937                 0.63
313313HD3  06/21/13  06/21/12      99.767                 2.33
313313HG6  06/24/13  11/02/12      99.870                 1.30
313313HH4  06/25/13  11/30/12      99.885                 1.15
313313HJ0  06/26/13  10/26/12      99.858                 1.42
313313HK7  06/27/13  10/10/12      99.856                 1.44
313313HL5  06/28/13  10/02/12      99.851                 1.49
313313HP6  07/01/13  04/01/13      99.970                 0.30
313313HQ4  07/02/13  05/21/13      99.993                 0.07
313313HR2  07/03/13  07/10/12      99.751                 2.49
313313HT8  07/05/13  07/05/12      99.747                 2.54
313313HW1  07/08/13  10/18/12      99.847                 1.53
313313HX9  07/09/13  05/28/13      99.993                 0.07
313313HY7  07/10/13  07/10/12      99.747                 2.54
313313HZ4  07/11/13  07/11/12      99.747                 2.54
313313JA7  07/12/13  01/28/13      99.936                 0.64
313313JD1  07/15/13  07/30/12      99.786                 2.14
313313JE9  07/16/13  07/23/12      99.771                 2.29
313313JF6  07/17/13  10/17/12      99.841                 1.59
313313JG4  07/18/13  07/25/12      99.771                 2.29
313313JH2  07/19/13  07/27/12      99.772                 2.28
313313JL3  07/22/13  10/18/12      99.838                 1.62





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313JM1  07/23/13  01/23/13      99.930                 0.70
313313JN9  07/24/13  06/12/13      99.991                 0.09
313313JP4  07/25/13  06/10/13      99.990                 0.10
313313JQ2  07/26/13  04/02/13      99.962                 0.38
313313JT6  07/29/13  08/29/12      99.805                 1.95
313313JU3  07/30/13  04/09/13      99.966                 0.34
313313JV1  07/31/13  04/08/13      99.965                 0.35
313313JW9  08/01/13  06/20/13      99.990                 0.10
313313JX7  08/02/13  10/12/12      99.829                 1.71
313313KA5  08/05/13  10/15/12      99.829                 1.71
313313KB3  08/06/13  01/04/13      99.893                 1.07
313313KC1  08/07/13  05/08/13      99.975                 0.25
313313KD9  08/08/13  08/27/12      99.789                 2.11
313313KE7  08/09/13  08/27/12      99.788                 2.12
313313KH0  08/12/13  08/24/12      99.784                 2.16
313313KJ6  08/13/13  08/24/12      99.784                 2.16
313313KK3  08/14/13  08/15/12      99.767                 2.33
313313KL1  08/15/13  08/28/12      99.785                 2.15
313313KM9  08/16/13  08/28/12      99.784                 2.16
313313KQ0  08/19/13  07/22/13      99.996                 0.04
313313KR8  08/20/13  06/28/13      99.985                 0.15
313313KS6  08/21/13  07/31/13      99.997                 0.04
313313KU1  08/23/13  07/09/13      99.990                 0.10
313313KX5  08/26/13  01/18/13      99.908                 0.92
313313KY3  08/27/13  07/10/13      99.991                 0.09
313313LA4  08/29/13  09/05/12      99.781                 2.19
313313LB2  08/30/13  04/09/13      99.952                 0.48
313313LF3  09/03/13  09/10/12      99.791                 2.09
313313LG1  09/04/13  07/10/13      99.988                 0.12
313313LH9  09/05/13  09/11/12      99.791                 2.09
313313LM8  09/09/13  09/13/12      99.789                 2.11
313313LN6  09/10/13  04/17/13      99.951                 0.49
313313LP1  09/11/13  09/14/12      99.789                 2.11
313313LQ9  09/12/13  09/19/12      99.791                 2.09
313313LR7  09/13/13  07/31/13      99.993                 0.07
313313LU0  09/16/13  08/05/13      99.993                 0.07
313313LV8  09/17/13  10/18/12      99.796                 2.04
313313LW6  09/18/13  10/11/12      99.801                 2.00
313313LX4  09/19/13  08/08/13      99.992                 0.08
313313LY2  09/20/13  08/09/13      99.991                 0.09
313313MB1  09/23/13  10/16/12      99.791                 2.09
313313MC9  09/24/13  02/11/13      99.894                 1.06
313313MD7  09/25/13  01/10/13      99.885                 1.15
313313ME5  09/26/13  09/28/12      99.788                 2.12
313313MF2  09/27/13  04/15/13      99.945                 0.55
313313MJ4  09/30/13  12/31/12      99.871                 1.29
313313MK1  10/01/13  10/01/12      99.777                 2.23
313313ML9  10/02/13  10/02/12      99.787                 2.13





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313MM7  10/03/13  08/22/13      99.993                 0.07
313313MN5  10/04/13  04/29/13      99.943                 0.57
313313MR6  10/07/13  03/28/13      99.920                 0.80
313313MS4  10/08/13  08/27/13      99.993                 0.07
313313MT2  10/09/13  09/09/13      99.995                 0.05
313313MU9  10/10/13  01/04/13      99.853                 1.47
313313MV7  10/11/13  10/12/12      99.778                 2.22
313313MZ8  10/15/13  04/15/13      99.929                 0.71
313313NA2  10/16/13  04/17/13      99.934                 0.66
313313NB0  10/17/13  01/10/13      99.876                 1.24
313313NC8  10/18/13  11/26/12      99.810                 1.90
313313NF1  10/21/13  01/10/13      99.874                 1.26
313313NG9  10/22/13  08/22/13      99.988                 0.12
313313NH7  10/23/13  08/27/13      99.991                 0.10
313313NJ3  10/24/13  08/27/13      99.989                 0.11
313313NK0  10/25/13  03/28/13      99.906                 0.94
313313NN4  10/28/13  12/31/12      99.850                 1.50
313313NP9  10/29/13  08/29/13      99.990                 0.10
313313NQ7  10/30/13  09/03/13      99.989                 0.11
313313NR5  10/31/13  09/10/13      99.992                 0.09
313313NS3  11/01/13  11/01/12      99.767                 2.33
313313NV6  11/04/13  03/28/13      99.902                 0.98
313313NW4  11/05/13  11/05/12      99.767                 2.33
313313NX2  11/06/13  09/04/13      99.988                 0.12
313313NY0  11/07/13  11/30/12      99.791                 2.09
313313NZ7  11/08/13  09/04/13      99.987                 0.13
313313PD4  11/12/13  12/20/12      99.827                 1.73
313313PE2  11/13/13  11/16/12      99.779                 2.21
313313PF9  11/14/13  11/16/12      99.778                 2.22
313313PG7  11/15/13  09/13/13      99.990                 0.10
313313PK8  11/18/13  01/10/13      99.844                 1.56
313313PL6  11/19/13  08/22/13      99.983                 0.17
313313PM4  11/20/13  11/23/12      99.779                 2.21
313313PN2  11/21/13  11/21/12      99.777                 2.23
313313PP7  11/22/13  11/30/12      99.772                 2.28
313313PS1  11/25/13  10/11/13      99.979                 0.21
313313PT9  11/26/13  10/22/13      99.995                 0.05
313313PU6  11/27/13  10/16/13      99.980                 0.20
313313PW2  11/29/13  11/22/13      99.999                 0.01
313313PZ5  12/02/13  12/13/12      99.803                 1.97
313313QA9  12/03/13  12/13/12      99.803                 1.97
313313QB7  12/04/13  12/05/12      99.778                 2.22
313313QC5  12/05/13  09/27/13      99.990                 0.10
313313QD3  12/06/13  10/25/13      99.993                 0.07
313313QG6  12/09/13  08/16/13      99.965                 0.35
313313QH4  12/10/13  06/25/13      99.925                 0.75
313313QJ0  12/11/13  06/26/13      99.925                 0.75





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313QK7  12/12/13  01/04/13      99.810                 1.90
313313QL5  12/13/13  12/31/12      99.817                 1.83
313313QP6  12/16/13  09/27/13      99.989                 0.11
313313QQ4  12/17/13  07/09/13      99.937                 0.63
313313QR2  12/18/13  07/12/13      99.943                 0.57
313313QS0  12/19/13  10/07/13      99.984                 0.16
313313QT8  12/20/13  10/11/13      99.967                 0.33
313313QW1  12/23/13  09/26/13      99.985                 0.15
313313QX9  12/24/13  11/12/13      99.990                 0.10
313313QZ4  12/26/13  10/16/13      99.963                 0.38
313313RA8  12/27/13  10/11/13      99.964                 0.36
313313RE0  12/31/13  09/17/13      99.983                 0.17




                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313CZ9  03/13/13  03/12/13      99.9998                 0.002
313313KT4  08/22/13  08/21/13      99.9999                 0.001
313313KZ0  08/28/13  08/27/13      99.9999                 0.001
313313LJ5  09/06/13  09/04/13      99.9997                 0.003





                                Section III-E



                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2013

                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397AB7  01/02/13  07/02/12      99.928                 0.72 
313397AC5  01/03/13  01/05/12      99.858                 1.42 
313397AD3  01/04/13  01/05/12      99.858                 1.42 
313397AG6  01/07/13  01/09/12      99.861                 1.39 
313397AH4  01/08/13  01/19/12      99.862                 1.38 
313397AJ0  01/09/13  01/20/12      99.862                 1.38 
313397AK7  01/10/13  04/17/12      99.881                 1.19 
313397AL5  01/11/13  01/20/12      99.861                 1.39 
313397AP6  01/14/13  01/18/12      99.859                 1.41 
313397AQ4  01/15/13  01/26/12      99.892                 1.08 
313397AR2  01/16/13  06/05/12      99.913                 0.87 
313397AS0  01/17/13  01/19/12      99.858                 1.42 
313397AT8  01/18/13  08/03/12      99.935                 0.65 
313397AX9  01/22/13  05/03/12      99.883                 1.17 
313397AY7  01/23/13  06/19/12      99.903                 0.97 
313397AZ4  01/24/13  01/31/12      99.890                 1.10 
313397BA8  01/25/13  05/03/12      99.889                 1.11 
313397BD2  01/28/13  04/12/12      99.871                 1.29 
313397BE0  01/29/13  04/30/12      99.886                 1.14 
313397BF7  01/30/13  04/05/12      99.867                 1.33 
313397BG5  01/31/13  03/07/12      99.863                 1.37 
313397BH3  02/01/13  02/16/12      99.834                 1.66 
313397BL4  02/04/13  04/04/12      99.856                 1.44 
313397BM2  02/05/13  03/23/12      99.841                 1.59 
313397BN0  02/06/13  02/15/12      99.822                 1.78 
313397BP5  02/07/13  02/15/12      99.821                 1.79 
313397BQ3  02/08/13  02/14/12      99.830                 1.70 
313397BT7  02/11/13  05/15/12      99.879                 1.21 
313397BU4  02/12/13  05/17/12      99.872                 1.28 
313397BV2  02/13/13  06/29/12      99.898                 1.02 
313397BW0  02/14/13  02/16/12      99.811                 1.89 
313397BX8  02/15/13  05/14/12      99.877                 1.23 
313397CB5  02/19/13  03/28/12      99.854                 1.46 
313397CC3  02/20/13  03/23/12      99.833                 1.67 
313397CD1  02/21/13  05/18/12      99.868                 1.32 
313397CE9  02/22/13  03/08/12      99.844                 1.56 
313397CH2  02/25/13  05/08/12      99.870                 1.30 
313397CJ8  02/26/13  06/07/12      99.890                 1.10 
313397CK5  02/27/13  04/03/12      99.844                 1.56 
313397CL3  02/28/13  03/07/12      99.841                 1.59 
313397CM1  03/01/13  03/13/12      99.833                 1.67 
313397CQ2  03/04/13  03/12/12      99.831                 1.69 
313397CR0  03/05/13  03/19/12      99.815                 1.85 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397CS8  03/06/13  08/28/12      99.926                 0.74 
313397CT6  03/07/13  03/13/12      99.830                 1.70 
313397CU3  03/08/13  03/12/12      99.830                 1.70 
313397CX7  03/11/13  08/28/12      99.924                 0.76 
313397CY5  03/12/13  07/10/12      99.884                 1.16 
313397CZ2  03/13/13  11/09/12      99.948                 0.52 
313397DA6  03/14/13  10/25/12      99.946                 0.54 
313397DB4  03/15/13  06/21/12      99.867                 1.33 
313397DE8  03/18/13  06/28/12      99.876                 1.24 
313397DF5  03/19/13  07/09/12      99.881                 1.19 
313397DG3  03/20/13  05/11/12      99.852                 1.48 
313397DH1  03/21/13  06/28/12      99.874                 1.26 
313397DJ7  03/22/13  06/18/12      99.877                 1.23 
313397DM0  03/25/13  06/25/12      99.871                 1.29 
313397DN8  03/26/13  06/27/12      99.872                 1.28 
313397DP3  03/27/13  06/27/12      99.871                 1.29 
313397DQ1  03/28/13  06/05/12      99.868                 1.32 
313397DR9  03/29/13  04/30/12      99.843                 1.57 
313397DU2  04/01/13  04/02/12      99.793                 2.07 
313397DV0  04/02/13  05/11/12      99.837                 1.63 
313397DW8  04/03/13  06/11/12      99.860                 1.40 
313397DX6  04/04/13  12/13/12      99.966                 0.34 
313397DY4  04/05/13  06/05/12      99.856                 1.44 
313397EB3  04/08/13  05/02/12      99.830                 1.70 
313397EC1  04/09/13  06/13/12      99.858                 1.42 
313397ED9  04/10/13  05/11/12      99.833                 1.67 
313397EE7  04/11/13  12/27/12      99.971                 0.29 
313397EF4  04/12/13  05/18/12      99.836                 1.64 
313397EJ6  04/15/13  06/05/12      99.852                 1.48 
313397EK3  04/16/13  11/06/12      99.928                 0.72 
313397EL1  04/17/13  06/15/12      99.856                 1.44 
313397EM9  04/18/13  11/06/12      99.928                 0.72 
313397EN7  04/19/13  05/14/12      99.830                 1.70 
313397ER8  04/22/13  06/13/12      99.852                 1.48 
313397ES6  04/23/13  04/26/12      99.809                 1.91 
313397ET4  04/24/13  08/15/12      99.888                 1.12 
313397EU1  04/25/13  06/27/12      99.857                 1.43 
313397EV9  04/26/13  04/26/12      99.807                 1.93 
313397EY3  04/29/13  10/09/12      99.927                 0.73 
313397EZ0  04/30/13  05/30/12      99.823                 1.77 
313397FA4  05/01/13  05/02/12      99.808                 1.92 
313397FB2  05/02/13  05/03/12      99.808                 1.92 
313397FC0  05/03/13  05/11/12      99.822                 1.78 
313397FF3  05/06/13  11/05/12      99.917                 0.83 
313397FG1  05/07/13  11/20/12      99.935                 0.65 
313397FH9  05/08/13  12/12/12      99.951                 0.49 
313397FJ5  05/09/13  11/20/12      99.934                 0.66 
313397FK2  05/10/13  10/25/12      99.918                 0.82 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397FN6  05/13/13  10/23/12      99.921                 0.79 
313397FP1  05/14/13  10/26/12      99.917                 0.83 
313397FQ9  05/15/13  11/02/12      99.919                 0.81 
313397FR7  05/16/13  01/07/13      99.964                 0.36 
313397FS5  05/17/13  05/31/12      99.815                 1.85 
313397FV8  05/20/13  10/09/12      99.919                 0.81 
313397FW6  05/21/13  05/30/12      99.802                 1.98 
313397FX4  05/22/13  05/30/12      99.802                 1.98 
313397FY2  05/23/13  06/08/12      99.826                 1.74 
313397FZ9  05/24/13  05/30/12      99.801                 1.99 
313397GD7  05/28/13  11/26/12      99.919                 0.81 
313397GE5  05/29/13  08/02/12      99.858                 1.42 
313397GF2  05/30/13  08/06/12      99.860                 1.40 
313397GG0  05/31/13  06/28/12      99.822                 1.78 
313397GK1  06/03/13  06/06/12      99.809                 1.91 
313397GL9  06/04/13  06/13/12      99.822                 1.78 
313397GM7  06/05/13  06/11/12      99.821                 1.79 
313397GN5  06/06/13  02/08/13      99.974                 0.26 
313397GP0  06/07/13  06/07/12      99.807                 1.93 
313397GS4  06/10/13  12/10/12      99.924                 0.76 
313397GT2  06/11/13  10/26/12      99.899                 1.01 
313397GU9  06/12/13  09/25/12      99.892                 1.08 
313397GV7  06/13/13  10/31/12      99.900                 1.00 
313397GW5  06/14/13  06/20/12      99.821                 1.79 
313397GZ8  06/17/13  07/11/12      99.811                 1.89 
313397HA2  06/18/13  07/13/12      99.811                 1.89 
313397HB0  06/19/13  11/15/12      99.898                 1.02 
313397HC8  06/20/13  08/23/12      99.850                 1.50 
313397HD6  06/21/13  10/26/12      99.901                 0.99 
313397HG9  06/24/13  12/26/12      99.931                 0.69 
313397HH7  06/25/13  08/13/12      99.851                 1.49 
313397HJ3  06/26/13  12/04/12      99.909                 0.91 
313397HK0  06/27/13  08/23/12      99.855                 1.45 
313397HL8  06/28/13  08/08/12      99.847                 1.53 
313397HP9  07/01/13  08/02/12      99.834                 1.66 
313397HQ7  07/02/13  08/02/12      99.833                 1.67 
313397HR5  07/03/13  01/25/13      99.956                 0.44 
313397HW4  07/08/13  07/09/12      99.769                 2.31 
313397HX2  07/09/13  12/05/12      99.904                 0.96 
313397HY0  07/10/13  02/06/13      99.957                 0.43 
313397HZ7  07/11/13  02/06/13      99.957                 0.43 
313397JA0  07/12/13  12/03/12      99.908                 0.92 
313397JD4  07/15/13  12/05/12      99.901                 0.99 
313397JE2  07/16/13  12/10/12      99.915                 0.85 
313397JF9  07/17/13  10/31/12      99.892                 1.08 
313397JG7  07/18/13  03/18/13      99.970                 0.30 
313397JH5  07/19/13  08/06/12      99.836                 1.64 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397JL6  07/22/13  01/22/13      99.945                 0.55 
313397JM4  07/23/13  08/31/12      99.855                 1.45 
313397JN2  07/24/13  12/06/12      99.898                 1.02 
313397JP7  07/25/13  09/07/12      99.857                 1.43 
313397JQ5  07/26/13  08/28/12      99.843                 1.57 
313397JT9  07/29/13  12/17/12      99.925                 0.75 
313397JU6  07/30/13  01/10/13      99.939                 0.61 
313397JV4  07/31/13  08/09/12      99.832                 1.68 
313397JW2  08/01/13  11/16/12      99.878                 1.22 
313397JX0  08/02/13  02/19/13      99.941                 0.59 
313397KA8  08/05/13  02/04/13      99.941                 0.59 
313397KB6  08/06/13  11/27/12      99.888                 1.12 
313397KC4  08/07/13  11/27/12      99.888                 1.12 
313397KD2  08/08/13  01/07/13      99.923                 0.77 
313397KE0  08/09/13  02/28/13      99.937                 0.63 
313397KH3  08/12/13  02/11/13      99.937                 0.63 
313397KJ9  08/13/13  11/29/12      99.886                 1.14 
313397KK6  08/14/13  09/28/12      99.858                 1.42 
313397KL4  08/15/13  09/19/12      99.863                 1.37 
313397KM2  08/16/13  09/27/12      99.856                 1.44 
313397KQ3  08/19/13  12/04/12      99.878                 1.22 
313397KR1  08/20/13  11/27/12      99.882                 1.18 
313397KS9  08/21/13  12/04/12      99.877                 1.23 
313397KT7  08/22/13  05/13/13      99.980                 0.20 
313397KU4  08/23/13  12/04/12      99.876                 1.24 
313397KX8  08/26/13  02/25/13      99.925                 0.75 
313397KY6  08/27/13  09/07/12      99.833                 1.67 
313397KZ3  08/28/13  12/04/12      99.874                 1.26 
313397LA7  08/29/13  09/06/12      99.831                 1.69 
313397LB5  08/30/13  09/06/12      99.831                 1.69 
313397LF6  09/03/13  11/13/12      99.861                 1.39 
313397LG4  09/04/13  02/07/13      99.930                 0.70 
313397LH2  09/05/13  02/19/13      99.918                 0.82 
313397LJ8  09/06/13  02/15/13      99.927                 0.73 
313397LM1  09/09/13  03/11/13      99.931                 0.69 
313397LN9  09/10/13  10/23/12      99.848                 1.52 
313397LP4  09/11/13  09/26/12      99.835                 1.65 
313397LQ2  09/12/13  09/28/12      99.835                 1.65 
313397LR0  09/13/13  09/19/12      99.840                 1.60 
313397LU3  09/16/13  02/04/13      99.932                 0.68 
313397LV1  09/17/13  03/05/13      99.935                 0.65 
313397LW9  09/18/13  03/05/13      99.934                 0.66 
313397LX7  09/19/13  02/04/13      99.931                 0.69 
313397LY5  09/20/13  11/15/12      99.854                 1.46 
313397MB4  09/23/13  03/05/13      99.933                 0.67 
313397MC2  09/24/13  02/19/13      99.910                 0.90 
313397MD0  09/25/13  03/05/13      99.932                 0.68 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397ME8  09/26/13  02/19/13      99.909                 0.91 
313397MF5  09/27/13  02/21/13      99.909                 0.91 
313397MJ7  09/30/13  11/19/12      99.860                 1.40 
313397MK4  10/01/13  10/25/12      99.839                 1.61 
313397ML2  10/02/13  11/01/12      99.842                 1.58 
313397MM0  10/03/13  11/06/12      99.835                 1.65 
313397MN8  10/04/13  10/15/12      99.843                 1.57 
313397MR9  10/07/13  04/08/13      99.942                 0.58 
313397MS7  10/08/13  02/06/13      99.919                 0.81 
313397MT5  10/09/13  02/06/13      99.918                 0.82 
313397MU2  10/10/13  10/10/12      99.818                 1.82 
313397MV0  10/11/13  02/06/13      99.918                 0.82 
313397MZ1  10/15/13  10/15/12      99.802                 1.98 
313397NA5  10/16/13  03/08/13      99.926                 0.74 
313397NB3  10/17/13  03/20/13      99.930                 0.70 
313397NC1  10/18/13  10/19/12      99.828                 1.72 
313397NF4  10/21/13  04/22/13      99.949                 0.51 
313397NG2  10/22/13  02/13/13      99.916                 0.84 
313397NH0  10/23/13  10/26/12      99.829                 1.71 
313397NK3  10/25/13  02/21/13      99.891                 1.09 
313397NN7  10/28/13  02/13/13      99.914                 0.86 
313397NP2  10/29/13  02/22/13      99.889                 1.11 
313397NQ0  10/30/13  02/28/13      99.898                 1.02 
313397NR8  10/31/13  02/14/13      99.906                 0.94 
313397NS6  11/01/13  11/05/12      99.830                 1.70 
313397NV9  11/04/13  05/06/13      99.949                 0.51 
313397NW7  11/05/13  11/07/12      99.808                 1.92 
313397NX5  11/06/13  01/07/13      99.891                 1.09 
313397NY3  11/07/13  11/08/12      99.808                 1.92 
313397NZ0  11/08/13  02/14/13      99.896                 1.04 
313397PD7  11/12/13  11/15/12      99.809                 1.91 
313397PE5  11/13/13  12/04/12      99.828                 1.72 
313397PF2  11/14/13  12/18/12      99.880                 1.20 
313397PG0  11/15/13  11/16/12      99.808                 1.92 
313397PK1  11/18/13  11/27/12      99.822                 1.78 
313397PL9  11/19/13  12/06/12      99.836                 1.64 
313397PM7  11/20/13  03/26/13      99.927                 0.73 
313397PN5  11/21/13  02/21/13      99.879                 1.21 
313397PP0  11/22/13  04/22/13      99.941                 0.59 
313397PS4  11/25/13  02/21/13      99.877                 1.23 
313397PT2  11/26/13  11/28/12      99.819                 1.81 
313397PU9  11/27/13  12/06/12      99.832                 1.68 
313397PW5  11/29/13  02/22/13      99.876                 1.24 
313397PZ8  12/02/13  06/03/13      99.952                 0.48 
313397QA2  12/03/13  12/20/12      99.874                 1.26 
313397QB0  12/04/13  02/28/13      99.876                 1.24 
313397QC8  12/05/13  02/20/13      99.872                 1.28 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397QD6  12/06/13  12/12/12      99.830                 1.70 
313397QG9  12/09/13  04/02/13      99.916                 0.84 
313397QH7  12/10/13  04/12/13      99.919                 0.81 
313397QJ3  12/11/13  05/08/13      99.940                 0.60 
313397QK0  12/12/13  08/13/13      99.980                 0.20 
313397QL8  12/13/13  03/19/13      99.903                 0.97 
313397QP9  12/16/13  03/25/13      99.904                 0.96 
313397QQ7  12/17/13  03/21/13      99.902                 0.98 
313397QR5  12/18/13  04/17/13      99.925                 0.75 
313397QS3  12/19/13  03/22/13      99.902                 0.98 
313397QT1  12/20/13  04/12/13      99.916                 0.84 
313397QW4  12/23/13  06/24/13      99.924                 0.76 
313397QX2  12/24/13  06/07/13      99.944                 0.56 
313397QZ7  12/26/13  05/20/13      99.939                 0.61 
313397RA1  12/27/13  03/27/13      99.916                 0.84 
313397RD5  12/30/13  03/22/13      99.898                 1.02 
313397RE3  12/31/13  03/20/13      99.897                 1.03 





                               Section III-F



                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2013

                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LAB4  01/02/13  01/09/12      99.811                 1.89
31315LAC2  01/03/13  08/03/12      99.919                 0.81
31315LAD0  01/04/13  09/28/12      99.965                 0.35
31315LAH1  01/08/13  10/03/12      99.960                 0.40
31315LAJ7  01/09/13  01/10/12      99.818                 1.82
31315LAK4  01/10/13  12/14/12      99.996                 0.04
31315LAL2  01/11/13  01/13/12      99.818                 1.82
31315LAP3  01/14/13  10/11/12      99.958                 0.42
31315LAQ1  01/15/13  11/15/12      99.980                 0.20
31315LAR9  01/16/13  01/08/13      99.999                 0.01
31315LAT5  01/18/13  10/16/12      99.956                 0.44
31315LAX6  01/22/13  01/24/12      99.818                 1.82
31315LAY4  01/23/13  01/24/12      99.818                 1.82
31315LAZ1  01/24/13  07/23/12      99.902                 0.98
31315LBA5  01/25/13  02/22/12      99.822                 1.78
31315LBD9  01/28/13  08/03/12      99.906                 0.94
31315LBF4  01/30/13  02/01/12      99.828                 1.72
31315LBG2  01/31/13  02/03/12      99.808                 1.92
31315LBH0  02/01/13  02/28/12      99.793                 2.07
31315LBP2  02/07/13  02/09/12      99.808                 1.92
31315LBQ0  02/08/13  10/31/12      99.950                 0.50
31315LBU1  02/12/13  01/17/13      99.991                 0.09
31315LBV9  02/13/13  08/01/12      99.907                 0.93
31315LBX5  02/15/13  08/01/12      99.907                 0.94
31315LCB2  02/19/13  08/01/12      99.905                 0.95
31315LCD8  02/21/13  01/25/13      99.993                 0.07
31315LCE6  02/22/13  11/20/12      99.958                 0.42
31315LCH9  02/25/13  05/23/12      99.830                 1.70
31315LCL0  02/28/13  12/03/12      99.964                 0.36
31315LCM8  03/01/13  05/30/12      99.840                 1.60
31315LCQ9  03/04/13  01/31/13      99.993                 0.07
31315LCR7  03/05/13  11/30/12      99.960                 0.40
31315LCS5  03/06/13  05/10/12      99.817                 1.83
31315LCT3  03/07/13  02/12/13      99.995                 0.05
31315LCU0  03/08/13  08/06/12      99.881                 1.19
31315LCX4  03/11/13  03/08/13      99.999                 0.01
31315LCY2  03/12/13  02/13/13      99.993                 0.07
31315LCZ9  03/13/13  12/21/12      99.977                 0.23
31315LDB1  03/15/13  09/14/12      99.904                 0.96
31315LDE5  03/18/13  04/11/12      99.782                 2.18
31315LDH8  03/21/13  03/21/12      99.736                 2.64
31315LDJ4  03/22/13  01/30/13      99.987                 0.13
31315LDM7  03/25/13  06/26/12      99.834                 1.66





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LDN5  03/26/13  03/29/12      99.769                 2.31
31315LDP0  03/27/13  12/27/12      99.973                 0.28
31315LDQ8  03/28/13  03/29/12      99.757                 2.43
31315LDR6  03/29/13  01/09/13      99.978                 0.22
31315LDU9  04/01/13  04/04/12      99.749                 2.51
31315LDV7  04/02/13  06/07/12      99.817                 1.83
31315LDW5  04/03/13  01/15/13      99.976                 0.24
31315LDX3  04/04/13  03/12/13      99.992                 0.08
31315LDY1  04/05/13  01/09/13      99.976                 0.24
31315LED6  04/10/13  05/03/12      99.782                 2.19
31315LEE4  04/11/13  03/13/13      99.990                 0.10
31315LEF1  04/12/13  03/19/13      99.992                 0.08
31315LEJ3  04/15/13  10/12/12      99.902                 0.98
31315LEK0  04/16/13  03/13/13      99.988                 0.12
31315LEL8  04/17/13  01/23/13      99.972                 0.28
31315LEM6  04/18/13  04/18/12      99.757                 2.43
31315LES3  04/23/13  04/24/12      99.757                 2.43
31315LEU8  04/25/13  01/24/13      99.970                 0.30
31315LEV6  04/26/13  07/23/12      99.838                 1.62
31315LEZ7  04/30/13  04/30/12      99.767                 2.33
31315LFA1  05/01/13  10/10/12      99.893                 1.07
31315LFB9  05/02/13  04/02/13      99.993                 0.08
31315LFC7  05/03/13  05/07/12      99.769                 2.31
31315LFF0  05/06/13  05/09/12      99.769                 2.31
31315LFG8  05/07/13  04/11/13      99.993                 0.07
31315LFJ2  05/09/13  04/15/13      99.994                 0.06
31315LFK9  05/10/13  05/14/12      99.749                 2.51
31315LFN3  05/13/13  02/08/13      99.971                 0.29
31315LFP8  05/14/13  02/22/13      99.966                 0.34
31315LFQ6  05/15/13  05/17/12      99.758                 2.42
31315LFV5  05/20/13  02/22/13      99.964                 0.36
31315LFX1  05/22/13  02/26/13      99.962                 0.38
31315LFY9  05/23/13  10/23/12      99.882                 1.18
31315LGF9  05/30/13  09/12/12      99.859                 1.41
31315LGG7  05/31/13  06/05/12      99.750                 2.50
31315LGK8  06/03/13  06/25/12      99.800                 2.00
31315LGN2  06/06/13  05/10/13      99.994                 0.06
31315LGP7  06/07/13  03/13/13      99.969                 0.31
31315LGS1  06/10/13  08/06/12      99.812                 1.88
31315LGV4  06/13/13  05/09/13      99.994                 0.06
31315LGW2  06/14/13  09/19/12      99.844                 1.56
31315LGZ5  06/17/13  05/17/13      99.995                 0.05
31315LHC5  06/20/13  03/25/13      99.973                 0.27
31315LHD3  06/21/13  06/22/12      99.767                 2.33
31315LHG6  06/24/13  06/21/13      99.999                 0.01
31315LHH4  06/25/13  09/10/12      99.840                 1.60
31315LHJ0  06/26/13  04/01/13      99.971                 0.29
31315LHK7  06/27/13  03/27/13      99.972                 0.28





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LHL5  06/28/13  06/28/12      99.736                 2.64
31315LHP6  07/01/13  10/01/12      99.848                 1.52
31315LHQ4  07/02/13  04/02/13      99.970                 0.30
31315LHR2  07/03/13  03/27/13      99.970                 0.30
31315LHT8  07/05/13  06/27/13      99.999                 0.01
31315LHX9  07/09/13  04/10/13      99.973                 0.28
31315LHY7  07/10/13  06/10/13      99.994                 0.06
31315LJA7  07/12/13  07/13/12      99.747                 2.53
31315LJD1  07/15/13  09/20/12      99.826                 1.74
31315LJE9  07/16/13  06/20/13      99.994                 0.06
31315LJG4  07/18/13  06/24/13      99.995                 0.05
31315LJH2  07/19/13  04/18/13      99.974                 0.26
31315LJL3  07/22/13  06/26/13      99.994                 0.06
31315LJP4  07/25/13  10/25/12      99.841                 1.59
31315LJQ2  07/26/13  07/03/13      99.996                 0.04
31315LJT6  07/29/13  06/28/13      99.995                 0.05
31315LJW9  08/01/13  09/19/12      99.820                 1.80
31315LJX7  08/02/13  05/08/13      99.976                 0.24
31315LKB3  08/06/13  10/05/12      99.822                 1.78
31315LKD9  08/08/13  07/08/13      99.993                 0.07
31315LKE7  08/09/13  09/05/12      99.803                 1.97
31315LKJ6  08/13/13  05/15/13      99.975                 0.25
31315LKL1  08/15/13  08/22/12      99.761                 2.39
31315LKM9  08/16/13  06/18/13      99.985                 0.15
31315LKR8  08/20/13  08/15/13      99.999                 0.01
31315LKT4  08/22/13  05/28/13      99.979                 0.21
31315LKX5  08/26/13  07/29/13      99.996                 0.04
31315LKY3  08/27/13  08/05/13      99.997                 0.03
31315LLB2  08/30/13  09/04/12      99.770                 2.30
31315LLG1  09/04/13  06/10/13      99.979                 0.21
31315LLJ5  09/06/13  11/05/12      99.831                 1.69
31315LLM8  09/09/13  08/09/13      99.993                 0.07
31315LLN6  09/10/13  03/11/13      99.914                 0.86
31315LLQ9  09/12/13  08/13/13      99.994                 0.06
31315LLR7  09/13/13  09/19/12      99.781                 2.19
31315LLX4  09/19/13  08/26/13      99.997                 0.03
31315LLY2  09/20/13  06/18/13      99.974                 0.26
31315LMB1  09/23/13  06/25/13      99.973                 0.27
31315LMC9  09/24/13  08/28/13      99.995                 0.05
31315LMD7  09/25/13  09/26/12      99.778                 2.22
31315LME5  09/26/13  09/26/12      99.777                 2.23
31315LMF2  09/27/13  07/03/13      99.971                 0.29
31315LMK1  10/01/13  10/03/12      99.778                 2.22
31315LMM7  10/03/13  09/09/13      99.996                 0.04
31315LMR6  10/07/13  07/12/13      99.978                 0.22
31315LMS4  10/08/13  09/09/13      99.996                 0.04
31315LMU9  10/10/13  12/07/12      99.829                 1.71





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LMZ8  10/15/13  09/06/13      99.994                 0.07
31315LNA2  10/16/13  09/18/13      99.996                 0.04
31315LNB0  10/17/13  09/26/13      99.998                 0.02
31315LNC8  10/18/13  10/19/12      99.767                 2.33
31315LNH7  10/23/13  10/24/12      99.767                 2.33
31315LNK0  10/25/13  10/26/12      99.757                 2.43
31315LNR5  10/31/13  10/31/12      99.757                 2.43
31315LNS3  11/01/13  11/05/12      99.759                 2.41
31315LNY0  11/07/13  11/07/12      99.757                 2.43
31315LNZ7  11/08/13  11/09/12      99.747                 2.53
31315LPE2  11/13/13  11/14/12      99.747                 2.53
31315LPP7  11/22/13  08/26/13      99.978                 0.22
31315LPS1  11/25/13  11/26/12      99.767                 2.33
31315LPT9  11/26/13  01/24/13      99.856                 1.45
31315LPU6  11/27/13  11/30/12      99.769                 2.31
31315LPZ5  12/02/13  12/19/12      99.797                 2.03
31315LQA9  12/03/13  12/26/12      99.801                 2.00
31315LQD3  12/06/13  12/10/12      99.779                 2.21
31315LQH4  12/10/13  12/17/12      99.781                 2.19
31315LQK7  12/12/13  09/17/13      99.986                 0.14
31315LQL5  12/13/13  03/19/13      99.866                 1.34
31315LQP6  12/16/13  09/25/13      99.989                 0.11
31315LQT8  12/20/13  10/04/13      99.981                 0.19
31315LQW1  12/23/13  03/25/13      99.871                 1.29
31315LRA8  12/27/13  12/27/12      99.787                 2.13
31315LRD2  12/30/13  03/28/13      99.861                 1.39




                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LAG3  01/07/13  01/04/13      99.9997                 0.003
31315LAS7  01/17/13  01/16/13      99.9999                 0.001
31315LBE7  01/29/13  01/28/13      99.9999                 0.001
31315LBL1  02/04/13  02/01/13      99.9997                 0.003
31315LBM9  02/05/13  02/04/13      99.9999                 0.001
31315LBN7  02/06/13  02/05/13      99.9999                 0.001
31315LBT4  02/11/13  02/08/13      99.9997                 0.003
31315LBW7  02/14/13  02/13/13      99.9999                 0.001
31315LCC0  02/20/13  02/19/13      99.9998                 0.002
31315LCJ5  02/26/13  02/25/13      99.9999                 0.001
31315LCK2  02/27/13  02/26/13      99.9999                 0.001
31315LDA3  03/14/13  03/13/13      99.9999                 0.001





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LDF2  03/19/13  03/18/13      99.9998                 0.002
31315LDG0  03/20/13  03/19/13      99.9999                 0.001
31315LEB0  04/08/13  04/05/13      99.9997                 0.003
31315LEC8  04/09/13  04/08/13      99.9999                 0.001
31315LEN4  04/19/13  04/18/13      99.9999                 0.001
31315LER5  04/22/13  04/19/13      99.9997                 0.003
31315LET1  04/24/13  04/23/13      99.9999                 0.001
31315LEY0  04/29/13  04/26/13      99.9997                 0.003
31315LFH6  05/08/13  05/07/13      99.9999                 0.001
31315LFR4  05/16/13  05/15/13      99.9999                 0.001
31315LFS2  05/17/13  05/16/13      99.9999                 0.001
31315LFW3  05/21/13  05/20/13      99.9999                 0.001
31315LFZ6  05/24/13  05/23/13      99.9999                 0.001
31315LGD4  05/28/13  05/24/13      99.9996                 0.004
31315LGE2  05/29/13  05/28/13      99.9999                 0.001
31315LGL6  06/04/13  06/03/13      99.9999                 0.001
31315LGM4  06/05/13  06/04/13      99.9999                 0.001
31315LGT9  06/11/13  06/10/13      99.9999                 0.001
31315LGU6  06/12/13  06/11/13      99.9999                 0.001
31315LHA9  06/18/13  06/17/13      99.9999                 0.001
31315LHB7  06/19/13  06/18/13      99.9999                 0.001
31315LHW1  07/08/13  07/05/13      99.9997                 0.003
31315LHZ4  07/11/13  07/10/13      99.9999                 0.001
31315LJF6  07/17/13  07/16/13      99.9999                 0.001
31315LJM1  07/23/13  07/22/13      99.9999                 0.001
31315LJN9  07/24/13  07/23/13      99.9999                 0.001
31315LJU3  07/30/13  07/29/13      99.9999                 0.001
31315LJV1  07/31/13  07/30/13      99.9999                 0.001
31315LKA5  08/05/13  08/02/13      99.9997                 0.003
31315LKC1  08/07/13  08/06/13      99.9999                 0.001
31315LKH0  08/12/13  08/09/13      99.9997                 0.003
31315LKK3  08/14/13  08/13/13      99.9999                 0.001
31315LKQ0  08/19/13  08/16/13      99.9996                 0.004
31315LKS6  08/21/13  08/20/13      99.9999                 0.001
31315LKU1  08/23/13  08/22/13      99.9999                 0.001
31315LKZ0  08/28/13  08/27/13      99.9999                 0.001
31315LLA4  08/29/13  08/28/13      99.9999                 0.001
31315LLF3  09/03/13  08/30/13      99.9996                 0.004
31315LLH9  09/05/13  09/04/13      99.9999                 0.001
31315LLP1  09/11/13  09/10/13      99.9999                 0.001
31315LLU0  09/16/13  09/13/13      99.9997                 0.003
31315LLV8  09/17/13  09/16/13      99.9999                 0.001
31315LLW6  09/18/13  09/17/13      99.9999                 0.001
31315LMJ4  09/30/13  09/27/13      99.9997                 0.003
31315LML9  10/02/13  10/01/13      99.9999                 0.001
31315LMN5  10/04/13  10/03/13      99.9999                 0.001
31315LMT2  10/09/13  10/08/13      99.9999                 0.001





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2013
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LMV7  10/11/13  10/10/13      99.9999                 0.001
31315LNF1  10/21/13  10/18/13      99.9997                 0.003
31315LNG9  10/22/13  10/21/13      99.9999                 0.001
31315LNJ3  10/24/13  10/23/13      99.9999                 0.001
31315LNN4  10/28/13  10/25/13      99.9997                 0.003
31315LNP9  10/29/13  10/28/13      99.9999                 0.001
31315LNQ7  10/30/13  10/29/13      99.9999                 0.001
31315LNV6  11/04/13  11/01/13      99.9997                 0.003
31315LNW4  11/05/13  11/04/13      99.9999                 0.001
31315LNX2  11/06/13  11/05/13      99.9999                 0.001
31315LPD4  11/12/13  11/08/13      99.9996                 0.004
31315LPF9  11/14/13  11/13/13      99.9999                 0.001
31315LPG7  11/15/13  11/14/13      99.9999                 0.001
31315LPK8  11/18/13  11/15/13      99.9997                 0.003
31315LPL6  11/19/13  11/18/13      99.9999                 0.001
31315LPM4  11/20/13  11/19/13      99.9999                 0.001
31315LPN2  11/21/13  11/20/13      99.9999                 0.001
31315LQB7  12/04/13  12/03/13      99.9999                 0.001
31315LQC5  12/05/13  12/04/13      99.9999                 0.001
31315LQG6  12/09/13  12/06/13      99.9997                 0.003
31315LQJ0  12/11/13  12/10/13      99.9999                 0.001
31315LQQ4  12/17/13  12/16/13      99.9999                 0.001
31315LQR2  12/18/13  12/17/13      99.9999                 0.001













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